+2.6%
FLCH vs VT
+167.9%
-165.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -0.7% | +0.4% | -1.2% | -1.1% |
| 30D | -2.1% | +1.0% | -3.1% | -3.0% |
| 3M | -1.5% | +2.4% | -3.9% | -3.8% |
| 6M | -4.3% | +12.0% | -16.3% | -14.0% |
| YTD | -8.0% | +15.3% | -23.4% | -19.5% |
| 1Y | -6.8% | +22.6% | -29.4% | -22.8% |
| 3Y | +31.0% | +74.7% | -43.7% | -22.0% |
| 5Y | -13.1% | +66.1% | -79.2% | -45.8% |
| All | +2.6% | +167.9% | -165.4% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling