+106.3%
FLN vs VT
+217.6%
-111.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -12.9% | -3.1% | -9.9% | -10.4% |
| 3M | -4.3% | -3.5% | -0.8% | -1.1% |
| 6M | -9.7% | +0.5% | -10.1% | -10.5% |
| YTD | +9.2% | +10.8% | -1.6% | -1.6% |
| 1Y | +12.5% | +11.9% | +0.6% | +0.3% |
| 3Y | +44.1% | +73.0% | -28.8% | -18.4% |
| 5Y | +76.6% | +58.6% | +18.0% | +8.7% |
| 10Y | +106.3% | +219.2% | -112.9% | -48.2% |
| All | +106.3% | +217.6% | -111.3% | -48.2% |
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