-15.6%
FLCH vs VT
+66.2%
-81.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -1.1% | +1.0% | -2.1% | -2.0% |
| 30D | -4.6% | -0.2% | -4.4% | -4.4% |
| 3M | -0.2% | +4.5% | -4.7% | -4.4% |
| 6M | -5.4% | +14.1% | -19.5% | -16.7% |
| YTD | -9.7% | +14.8% | -24.4% | -20.9% |
| 1Y | -11.5% | +21.2% | -32.7% | -26.4% |
| 3Y | +34.3% | +76.6% | -42.3% | -22.6% |
| 5Y | -15.6% | +66.6% | -82.2% | -48.8% |
| All | -15.6% | +66.2% | -81.8% | -48.8% |
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 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