+29.6%
FLCG vs VT
+40.5%
-10.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -2.8% | -0.1% | -2.6% | -2.5% |
| 30D | -10.7% | -3.1% | -7.6% | -7.1% |
| 3M | -7.7% | -3.5% | -4.2% | -3.5% |
| 6M | -4.9% | +0.5% | -5.3% | -5.2% |
| YTD | -1.7% | +10.8% | -12.5% | -13.4% |
| 1Y | -1.8% | +11.9% | -13.7% | -14.6% |
| All | +29.6% | +40.5% | -10.9% | -14.8% |
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