+79.0%
FLAX vs VT
+153.9%
-74.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | -0.7% |
| 7D | -2.9% | -0.3% | -2.6% | -2.6% |
| 30D | -10.0% | -1.4% | -8.5% | -8.8% |
| 3M | -6.0% | -1.4% | -4.7% | -4.8% |
| 6M | -2.6% | +5.5% | -8.0% | -6.3% |
| YTD | +14.5% | +12.8% | +1.6% | +4.4% |
| 1Y | +15.9% | +15.4% | +0.4% | +3.7% |
| 3Y | +77.0% | +76.9% | +0.1% | +11.6% |
| 5Y | +41.7% | +60.4% | -18.7% | -3.6% |
| All | +79.0% | +153.9% | -74.9% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling