-64.7%
FLG vs VT
+221.8%
-286.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.6% |
| 7D | -0.4% | +2.4% | -2.7% | -2.7% |
| 30D | -5.7% | -1.5% | -4.2% | -4.4% |
| 3M | -26.5% | -4.1% | -22.4% | -23.5% |
| 6M | -23.4% | +0.6% | -23.9% | -24.2% |
| YTD | -16.6% | +11.0% | -27.6% | -25.3% |
| 1Y | -5.0% | +13.3% | -18.4% | -16.7% |
| 3Y | -60.6% | +73.4% | -134.0% | -76.8% |
| 5Y | -67.2% | +57.4% | -124.6% | -78.9% |
| All | -64.7% | +221.8% | -286.4% | -87.5% |
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 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