+19.0%
FLMB vs VT
+180.2%
-161.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -1.5% | +1.0% | -2.5% | -1.5% |
| 3M | -2.5% | +2.4% | -4.9% | -2.7% |
| 6M | -2.0% | +12.0% | -14.0% | -2.7% |
| YTD | -0.5% | +15.3% | -15.8% | -1.4% |
| 1Y | +4.5% | +22.6% | -18.1% | +3.1% |
| 3Y | +11.6% | +74.7% | -63.0% | +7.5% |
| 5Y | -0.1% | +66.1% | -66.2% | -3.7% |
| All | +19.0% | +180.2% | -161.2% | +9.6% |
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