+68.8%
FLBR vs VT
+166.6%
-97.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.0% |
| 7D | +5.5% | +1.0% | +4.5% | +4.3% |
| 30D | +9.0% | -0.2% | +9.2% | +9.3% |
| 3M | +14.1% | +4.5% | +9.5% | +8.2% |
| 6M | +8.4% | +14.1% | -5.7% | -6.6% |
| YTD | +27.4% | +14.8% | +12.6% | +9.2% |
| 1Y | +40.7% | +21.2% | +19.5% | +13.4% |
| 3Y | +58.8% | +76.6% | -17.8% | -17.8% |
| 5Y | +75.3% | +66.6% | +8.7% | -3.6% |
| All | +68.8% | +166.6% | -97.8% | -48.1% |
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