-98.5%
FLNA vs VT
+346.0%
-444.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -27.4% | -2.3% | -25.1% | -25.1% |
| 30D | -45.1% | -5.0% | -40.2% | -41.7% |
| 3M | -53.1% | -4.9% | -48.2% | -50.1% |
| 6M | -68.8% | -1.5% | -67.2% | -67.8% |
| YTD | -77.3% | +8.5% | -85.8% | -78.6% |
| 1Y | -84.8% | +11.4% | -96.2% | -86.0% |
| 3Y | -97.9% | +70.1% | -168.0% | -98.7% |
| 5Y | -99.5% | +53.7% | -153.2% | -99.7% |
| 10Y | -87.6% | +220.0% | -307.6% | -95.2% |
| All | -98.5% | +346.0% | -444.5% | -99.5% |
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