+72.8%
FLC vs VT
+222.7%
-149.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -0.3% | +2.9% | -3.1% | -2.1% |
| 30D | -0.2% | -2.5% | +2.3% | +1.4% |
| 3M | -5.3% | -3.3% | -2.0% | -3.3% |
| 6M | -4.7% | +1.5% | -6.2% | -6.0% |
| YTD | -5.3% | +11.4% | -16.6% | -12.5% |
| 1Y | -4.4% | +11.9% | -16.3% | -12.1% |
| 3Y | +39.4% | +73.9% | -34.5% | -7.6% |
| 5Y | -5.7% | +57.9% | -63.6% | -33.3% |
| All | +72.8% | +222.7% | -149.8% | -31.0% |
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 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