+180.0%
FLGT vs VT
+216.4%
-36.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.7% |
| 7D | +30.6% | -0.7% | +31.3% | +32.0% |
| 30D | +19.7% | -1.7% | +21.5% | +22.7% |
| 3M | +35.3% | -2.3% | +37.6% | +39.4% |
| 6M | +62.5% | +1.5% | +60.9% | +59.7% |
| YTD | -2.2% | +12.0% | -14.2% | -14.5% |
| 1Y | -9.4% | +12.9% | -22.3% | -21.7% |
| 3Y | -1.9% | +74.9% | -76.8% | -50.6% |
| 5Y | -69.9% | +59.9% | -129.8% | -82.9% |
| 10Y | +197.1% | +224.6% | -27.5% | +1.5% |
| All | +180.0% | +216.4% | -36.5% | -2.9% |
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