+94.4%
FLAU vs VT
+157.3%
-63.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +0.5% | -0.1% | +0.7% | +0.5% |
| 30D | +1.7% | -3.1% | +4.8% | +5.0% |
| 3M | -3.4% | -3.5% | +0.1% | +0.2% |
| 6M | +0.6% | +0.5% | +0.1% | -0.3% |
| YTD | +12.4% | +10.8% | +1.7% | +0.3% |
| 1Y | +12.6% | +11.9% | +0.7% | -0.6% |
| 3Y | +53.8% | +73.0% | -19.2% | -15.8% |
| 5Y | +40.4% | +58.6% | -18.2% | -15.5% |
| All | +94.4% | +157.3% | -63.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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