+166.5%
FLCA vs VT
+158.6%
+7.9%
-41.5%
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% | -0.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | +3.6% | -2.6% | +6.2% | +5.9% |
| 3M | +0.1% | -3.2% | +3.3% | +2.9% |
| 6M | +5.9% | +0.9% | +5.0% | +4.8% |
| YTD | +14.0% | +11.3% | +2.7% | +3.6% |
| 1Y | +24.1% | +14.0% | +10.1% | +10.4% |
| 3Y | +95.4% | +75.8% | +19.6% | +18.7% |
| 5Y | +72.5% | +57.8% | +14.7% | +14.6% |
| All | +166.5% | +158.6% | +7.9% | +17.9% |
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