-89.5%
FLNA vs VT
+217.6%
-307.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.4% |
| 7D | -18.6% | -0.1% | -18.5% | -17.5% |
| 30D | -41.5% | -3.1% | -38.4% | -38.1% |
| 3M | -52.0% | -3.5% | -48.5% | -48.8% |
| 6M | -63.1% | +0.5% | -63.5% | -62.5% |
| YTD | -75.8% | +10.8% | -86.5% | -78.2% |
| 1Y | -84.2% | +11.9% | -96.1% | -85.9% |
| 3Y | -97.6% | +73.0% | -170.5% | -98.8% |
| 5Y | -99.3% | +58.6% | -157.9% | -99.6% |
| 10Y | -89.5% | +219.2% | -308.6% | -97.6% |
| All | -89.5% | +217.6% | -307.1% | -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