+102.3%
FLGB vs VT
+165.0%
-62.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | -1.3% | -1.1% | -0.2% | -0.4% |
| 30D | -0.9% | -1.0% | 0.0% | -0.1% |
| 3M | +4.3% | +3.2% | +1.1% | +1.4% |
| 6M | +5.8% | +12.5% | -6.7% | -4.4% |
| YTD | +10.8% | +14.1% | -3.3% | -1.0% |
| 1Y | +17.6% | +18.9% | -1.3% | +1.4% |
| 3Y | +70.9% | +74.1% | -3.2% | +5.7% |
| 5Y | +77.9% | +66.9% | +11.1% | +13.3% |
| All | +102.3% | +165.0% | -62.6% | -12.1% |
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