+55.9%
VZ vs FLUT
-52.0%
+107.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.2% |
| 30D | +1.4% | +7.7% | -6.3% | +1.2% |
| 3M | -1.3% | -12.2% | +10.9% | -1.0% |
| 6M | -0.5% | -17.6% | +17.0% | -0.2% |
| YTD | +19.6% | -62.0% | +81.6% | +19.9% |
| 1Y | +22.4% | -62.3% | +84.6% | +22.6% |
| 3Y | +55.9% | -52.0% | +107.8% | +53.7% |
| All | +55.9% | -52.0% | +107.8% | +53.7% |
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