+98.8%
FLMX vs VT
+158.6%
-59.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -1.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.2% |
| 30D | +8.7% | -2.6% | +11.3% | +11.0% |
| 3M | +0.5% | -3.2% | +3.7% | +3.2% |
| 6M | -1.0% | +0.9% | -1.9% | -2.0% |
| YTD | +14.1% | +11.3% | +2.8% | +3.9% |
| 1Y | +18.9% | +14.0% | +4.9% | +6.1% |
| 3Y | +48.7% | +75.8% | -27.1% | -9.1% |
| 5Y | +82.1% | +57.8% | +24.3% | +21.8% |
| All | +98.8% | +158.6% | -59.7% | -11.1% |
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