+454.4%
VZ vs FLUT
+2,054.3%
-1,599.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +7.9% | +7.7% | +0.1% | +7.7% |
| 3M | +13.6% | -0.7% | +14.4% | +13.6% |
| 6M | +1.1% | -11.2% | +12.3% | +1.2% |
| YTD | +29.3% | -53.4% | +82.7% | +30.7% |
| 1Y | +21.2% | -65.8% | +87.0% | +23.1% |
| 3Y | +75.9% | -44.9% | +120.8% | +76.7% |
| 5Y | +24.1% | -49.7% | +73.8% | +24.3% |
| 10Y | +62.4% | -9.7% | +72.1% | +60.4% |
| All | +454.4% | +2,054.3% | -1,599.8% | +421.1% |
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