+53.5%
FLN vs VT
+350.4%
-296.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +4.3% | +0.4% | +3.8% | +3.8% |
| 30D | +2.0% | +1.0% | +1.0% | +1.0% |
| 3M | +7.1% | +2.4% | +4.8% | +4.5% |
| 6M | +4.6% | +12.0% | -7.4% | -6.6% |
| YTD | +19.1% | +15.3% | +3.8% | +3.5% |
| 1Y | +33.1% | +22.6% | +10.6% | +8.8% |
| 3Y | +57.2% | +74.7% | -17.5% | -10.6% |
| 5Y | +74.5% | +66.1% | +8.4% | +3.0% |
| 10Y | +116.5% | +225.0% | -108.5% | -34.7% |
| All | +53.5% | +350.4% | -296.9% | -69.8% |
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