+28.3%
FLMI vs VT
+160.7%
-132.4%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | +1.0% | -2.3% | +3.3% | +1.1% |
| 30D | +5.4% | -5.0% | +10.4% | +5.7% |
| 3M | -0.4% | -4.9% | +4.5% | -0.1% |
| 6M | -0.5% | -1.5% | +1.1% | -0.4% |
| YTD | +1.1% | +8.5% | -7.4% | +0.6% |
| 1Y | +1.6% | +11.4% | -9.8% | +0.9% |
| 3Y | +19.8% | +70.1% | -50.3% | +16.1% |
| 5Y | +9.1% | +53.7% | -44.6% | +6.2% |
| All | +28.3% | +160.7% | -132.4% | +19.0% |
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