+715.8%
VTV vs FLUT
+1,765.4%
-1,049.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.3% |
| 7D | -0.7% | -2.6% | +1.9% | -0.6% |
| 30D | -0.5% | +5.4% | -5.9% | -0.7% |
| 3M | +5.3% | -10.8% | +16.1% | +5.6% |
| 6M | +12.9% | -9.2% | +22.1% | +13.0% |
| YTD | +18.5% | -53.8% | +72.3% | +21.9% |
| 1Y | +25.3% | -66.0% | +91.3% | +30.4% |
| 3Y | +68.2% | -44.7% | +112.9% | +71.1% |
| 5Y | +80.6% | -50.6% | +131.2% | +82.6% |
| 10Y | +232.9% | -10.4% | +243.3% | +229.6% |
| All | +715.8% | +1,765.4% | -1,049.7% | +666.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling