+40.5%
FLBR vs VT
+152.0%
-111.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.5% |
| 7D | -1.8% | -2.3% | +0.5% | +0.6% |
| 30D | -24.3% | -5.0% | -19.4% | -20.3% |
| 3M | -10.5% | -4.9% | -5.7% | -5.8% |
| 6M | -19.3% | -1.5% | -17.7% | -18.4% |
| YTD | +6.0% | +8.5% | -2.5% | -3.6% |
| 1Y | +8.1% | +11.4% | -3.3% | -4.6% |
| 3Y | +26.6% | +70.1% | -43.5% | -32.0% |
| 5Y | +63.9% | +53.7% | +10.2% | -1.2% |
| All | +40.5% | +152.0% | -111.5% | -54.2% |
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 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