+18.7%
FLMB vs VT
+162.9%
-144.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.6% |
| 7D | +1.5% | -4.2% | +5.6% | +1.7% |
| 30D | +4.8% | -5.8% | +10.6% | +5.2% |
| 3M | -1.7% | -5.2% | +3.5% | -1.4% |
| 6M | -1.9% | +0.1% | -2.1% | -2.0% |
| YTD | -0.8% | +8.2% | -9.0% | -1.3% |
| 1Y | -0.2% | +10.1% | -10.4% | -0.9% |
| 3Y | +14.4% | +69.7% | -55.3% | +10.3% |
| 5Y | +0.4% | +53.4% | -52.9% | -2.7% |
| All | +18.7% | +162.9% | -144.2% | +9.7% |
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