+93.9%
FLN vs VT
+223.7%
-129.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -1.1% |
| 7D | +3.1% | +0.4% | +2.7% | +2.6% |
| 30D | -12.2% | -2.6% | -9.6% | -10.1% |
| 3M | -4.7% | -3.2% | -1.5% | -1.8% |
| 6M | -8.9% | +0.9% | -9.9% | -10.1% |
| YTD | +10.1% | +11.3% | -1.2% | -1.3% |
| 1Y | +14.7% | +14.0% | +0.7% | +0.3% |
| 3Y | +48.7% | +75.8% | -27.1% | -17.2% |
| 5Y | +75.9% | +57.8% | +18.0% | +8.9% |
| 10Y | +93.9% | +219.8% | -125.9% | -53.2% |
| All | +93.9% | +223.7% | -129.8% | -53.2% |
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