+417.9%
VZ vs FLUT
+1,685.4%
-1,267.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.1% |
| 7D | +5.6% | +4.8% | +0.9% | +5.5% |
| 30D | +1.9% | +8.8% | -7.0% | +1.7% |
| 3M | +0.8% | -10.7% | +11.5% | +0.9% |
| 6M | +0.6% | -19.7% | +20.3% | +0.9% |
| YTD | +20.8% | -61.4% | +82.2% | +22.5% |
| 1Y | +23.9% | -61.6% | +85.6% | +25.6% |
| 3Y | +55.7% | -51.4% | +107.1% | +56.7% |
| 5Y | +21.5% | -51.0% | +72.6% | +21.9% |
| 10Y | +68.5% | -25.2% | +93.6% | +66.9% |
| All | +417.9% | +1,685.4% | -1,267.5% | +388.3% |
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