+97.6%
FLMX vs VT
+157.9%
-60.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.6% | +2.4% | -1.8% | -1.5% |
| 30D | +6.9% | -1.5% | +8.4% | +8.1% |
| 3M | +2.7% | -4.1% | +6.8% | +6.3% |
| 6M | -2.0% | +0.6% | -2.5% | -2.7% |
| YTD | +13.4% | +11.0% | +2.4% | +3.5% |
| 1Y | +19.0% | +13.3% | +5.7% | +6.7% |
| 3Y | +45.1% | +73.4% | -28.2% | -10.2% |
| 5Y | +85.4% | +57.4% | +27.9% | +24.3% |
| All | +97.6% | +157.9% | -60.3% | -11.4% |
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