+38.6%
FLN vs VT
+322.6%
-284.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +2.2% |
| 7D | -0.9% | -4.2% | +3.3% | +3.3% |
| 30D | -14.2% | -5.8% | -8.4% | -9.1% |
| 3M | -7.9% | -5.2% | -2.7% | -3.1% |
| 6M | -10.5% | +0.1% | -10.6% | -10.9% |
| YTD | +7.5% | +8.2% | -0.7% | -0.7% |
| 1Y | +12.8% | +10.1% | +2.7% | +2.3% |
| 3Y | +42.9% | +69.7% | -26.8% | -16.6% |
| 5Y | +74.1% | +53.4% | +20.8% | +11.2% |
| 10Y | +95.8% | +219.2% | -123.4% | -40.1% |
| All | +38.6% | +322.6% | -284.0% | -71.0% |
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