+27.3%
FLCG vs VT
+37.6%
-10.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | -4.4% | -2.3% | -2.1% | -1.6% |
| 30D | -12.5% | -5.0% | -7.5% | -6.8% |
| 3M | -9.0% | -4.9% | -4.1% | -3.2% |
| 6M | -6.1% | -1.5% | -4.5% | -4.2% |
| YTD | -3.5% | +8.5% | -12.0% | -12.8% |
| 1Y | -1.5% | +11.4% | -12.9% | -13.9% |
| All | +27.3% | +37.6% | -10.3% | -14.2% |
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