-7.2%
FLCH vs VT
+157.9%
-165.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -4.3% | +2.4% | -6.6% | -6.3% |
| 30D | -3.2% | -1.5% | -1.7% | -2.2% |
| 3M | -8.7% | -4.1% | -4.6% | -5.4% |
| 6M | -17.2% | +0.6% | -17.7% | -18.0% |
| YTD | -16.8% | +11.0% | -27.8% | -24.8% |
| 1Y | -21.0% | +13.3% | -34.4% | -30.0% |
| 3Y | +26.9% | +73.4% | -46.5% | -24.2% |
| 5Y | -19.6% | +57.4% | -77.0% | -47.5% |
| All | -7.2% | +157.9% | -165.1% | -62.2% |
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 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