-48.7%
FLG vs VT
+345.0%
-393.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | +0.4% |
| 7D | +1.2% | -4.2% | +5.4% | +5.2% |
| 30D | -8.3% | -5.8% | -2.5% | -3.3% |
| 3M | -25.8% | -5.2% | -20.6% | -22.2% |
| 6M | -23.6% | +0.1% | -23.8% | -24.0% |
| YTD | -15.6% | +8.2% | -23.9% | -21.8% |
| 1Y | -3.7% | +10.1% | -13.8% | -12.2% |
| 3Y | -62.8% | +69.7% | -132.5% | -76.6% |
| 5Y | -66.7% | +53.4% | -120.1% | -77.0% |
| 10Y | -59.7% | +219.2% | -278.9% | -85.2% |
| All | -48.7% | +345.0% | -393.7% | -83.5% |
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