+73.3%
VZ vs FLUT
-26.1%
+99.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | 0.0% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | +6.9% | +5.0% | +1.9% | +6.8% |
| 3M | +0.6% | -16.4% | +17.0% | +0.9% |
| 6M | +0.3% | -14.6% | +14.9% | +0.5% |
| YTD | +21.9% | -61.9% | +83.8% | +23.2% |
| 1Y | +21.7% | -65.0% | +86.7% | +23.1% |
| 3Y | +58.5% | -44.8% | +103.3% | +58.7% |
| 5Y | +22.4% | -49.9% | +72.3% | +22.4% |
| All | +73.3% | -26.1% | +99.4% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling