+42.9%
FLBR vs VT
+158.6%
-115.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -1.1% |
| 7D | +0.9% | +0.4% | +0.6% | +0.4% |
| 30D | -25.3% | -2.6% | -22.7% | -23.4% |
| 3M | -7.7% | -3.2% | -4.4% | -4.6% |
| 6M | -16.6% | +0.9% | -17.5% | -18.0% |
| YTD | +7.9% | +11.3% | -3.4% | -4.7% |
| 1Y | +9.2% | +14.0% | -4.8% | -6.1% |
| 3Y | +29.5% | +75.8% | -46.3% | -33.0% |
| 5Y | +64.5% | +57.8% | +6.6% | -3.7% |
| All | +42.9% | +158.6% | -115.6% | -54.7% |
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