+96.5%
FLMX vs VT
+152.0%
-55.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.9% |
| 7D | +3.1% | -2.3% | +5.4% | +5.1% |
| 30D | +7.2% | -5.0% | +12.2% | +11.8% |
| 3M | +0.4% | -4.9% | +5.3% | +4.7% |
| 6M | -1.8% | -1.5% | -0.3% | -0.7% |
| YTD | +12.8% | +8.5% | +4.3% | +5.1% |
| 1Y | +18.9% | +11.4% | +7.6% | +8.3% |
| 3Y | +43.0% | +70.1% | -27.0% | -10.0% |
| 5Y | +80.8% | +53.7% | +27.1% | +23.8% |
| All | +96.5% | +152.0% | -55.5% | -10.1% |
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 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