-62.9%
FLG vs VT
+217.6%
-280.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -0.3% | -0.1% | -0.1% | -0.2% |
| 30D | -7.2% | -3.1% | -4.1% | -4.4% |
| 3M | -24.9% | -3.5% | -21.4% | -22.4% |
| 6M | -26.3% | +0.5% | -26.8% | -27.0% |
| YTD | -16.3% | +10.8% | -27.1% | -24.9% |
| 1Y | -3.8% | +11.9% | -15.7% | -14.5% |
| 3Y | -61.5% | +73.0% | -134.5% | -77.3% |
| 5Y | -67.1% | +58.6% | -125.7% | -79.0% |
| 10Y | -62.9% | +219.2% | -282.1% | -86.2% |
| All | -62.9% | +217.6% | -280.6% | -86.2% |
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