+65.5%
VZ vs FLUT
-26.1%
+91.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +2.2% | -6.5% | +8.7% | +2.4% |
| 30D | +10.6% | +2.8% | +7.8% | +10.5% |
| 3M | -0.6% | -13.5% | +12.9% | -0.4% |
| 6M | +0.7% | -19.0% | +19.7% | +1.0% |
| YTD | +20.6% | -61.9% | +82.5% | +21.9% |
| 1Y | +22.7% | -63.2% | +86.0% | +24.0% |
| 3Y | +57.2% | -46.0% | +103.3% | +57.5% |
| 5Y | +21.4% | -51.8% | +73.2% | +21.3% |
| 10Y | +65.5% | -26.1% | +91.5% | +67.8% |
| All | +65.5% | -26.1% | +91.5% | +67.8% |
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