-89.8%
FLNA vs VT
+222.7%
-312.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.6% | -5.4% |
| 7D | 0.0% | +2.9% | -2.9% | -3.6% |
| 30D | -39.2% | -2.5% | -36.7% | -36.2% |
| 3M | -51.6% | -3.3% | -48.3% | -48.5% |
| 6M | -62.5% | +1.5% | -64.0% | -62.5% |
| YTD | -77.3% | +11.4% | -88.6% | -79.7% |
| 1Y | -86.2% | +11.9% | -98.1% | -87.7% |
| 3Y | -97.7% | +73.9% | -171.6% | -98.9% |
| 5Y | -99.3% | +57.9% | -157.2% | -99.6% |
| All | -89.8% | +222.7% | -312.5% | -97.6% |
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