-71.6%
FLNC vs VO
+39.8%
-111.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +0.6% |
| 7D | -4.1% | -1.5% | -2.5% | -0.4% |
| 30D | -24.8% | -3.0% | -21.7% | -18.8% |
| 3M | -59.1% | +2.8% | -61.9% | -61.2% |
| 6M | -42.0% | +10.9% | -52.9% | -53.4% |
| YTD | -49.8% | +12.5% | -62.3% | -60.3% |
| 1Y | +43.1% | +12.0% | +31.1% | +18.2% |
| 3Y | -61.0% | +56.3% | -117.2% | -84.3% |
| All | -71.6% | +39.8% | -111.4% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling