+67.8%
VTV vs FLUT
-42.9%
+110.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | -0.5% | +5.4% | -5.9% | -1.1% |
| 3M | +5.3% | -10.8% | +16.1% | +6.2% |
| 6M | +12.9% | -9.2% | +22.1% | +13.3% |
| YTD | +18.5% | -53.8% | +72.3% | +28.8% |
| 1Y | +25.3% | -66.0% | +91.3% | +41.3% |
| All | +67.8% | -42.9% | +110.7% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling