-0.3%
FLCH vs VT
+164.9%
-165.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -2.2% | -0.1% | -2.1% | -2.1% |
| 30D | -6.3% | -0.7% | -5.6% | -5.8% |
| 3M | -1.6% | +4.0% | -5.6% | -5.2% |
| 6M | -8.0% | +12.3% | -20.3% | -17.5% |
| YTD | -10.6% | +14.0% | -24.6% | -20.9% |
| 1Y | -13.2% | +20.3% | -33.6% | -26.9% |
| 3Y | +32.9% | +75.4% | -42.5% | -21.1% |
| 5Y | -15.7% | +66.0% | -81.6% | -47.3% |
| All | -0.3% | +164.9% | -165.2% | -60.2% |
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