-6.1%
FLC vs VT
+53.2%
-59.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | +0.5% |
| 7D | -1.2% | -4.2% | +3.0% | +0.7% |
| 30D | +1.2% | -5.8% | +7.0% | +4.0% |
| 3M | -5.4% | -5.2% | -0.2% | -3.2% |
| 6M | -5.2% | +0.1% | -5.3% | -5.5% |
| YTD | -5.0% | +8.2% | -13.2% | -8.9% |
| 1Y | -4.3% | +10.1% | -14.4% | -9.0% |
| 3Y | +37.3% | +69.7% | -32.4% | +4.1% |
| 5Y | -6.1% | +53.4% | -59.4% | -27.5% |
| All | -6.1% | +53.2% | -59.3% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling