+30.9%
FLCH vs VT
+69.7%
-38.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +5.7% | -2.3% | +8.0% | +7.5% |
| 30D | +0.6% | -5.0% | +5.5% | +4.7% |
| 3M | -7.3% | -4.9% | -2.4% | -3.6% |
| 6M | -11.8% | -1.5% | -10.3% | -11.1% |
| YTD | -13.1% | +8.5% | -21.5% | -19.5% |
| 1Y | -17.1% | +11.4% | -28.5% | -25.1% |
| 3Y | +30.9% | +70.1% | -39.1% | -22.0% |
| All | +30.9% | +69.7% | -38.8% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling