-97.3%
FLNA vs VT
+374.2%
-471.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -11.8% | +0.4% | -12.3% | -12.2% |
| 30D | -14.6% | +1.0% | -15.6% | -15.3% |
| 3M | -41.4% | +2.4% | -43.8% | -42.7% |
| 6M | -62.9% | +12.0% | -74.9% | -66.6% |
| YTD | -58.6% | +15.3% | -73.9% | -63.7% |
| 1Y | -61.9% | +22.6% | -84.4% | -68.2% |
| 3Y | -96.1% | +74.7% | -170.8% | -97.7% |
| 5Y | -98.4% | +66.1% | -164.5% | -99.0% |
| 10Y | -94.8% | +225.0% | -319.8% | -98.0% |
| All | -97.3% | +374.2% | -471.5% | -99.2% |
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