-86.0%
FLNC vs VT
+60.4%
-146.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.6% | -7.8% |
| 7D | -10.7% | -0.1% | -10.6% | -9.2% |
| 30D | -33.9% | -3.1% | -30.9% | -26.7% |
| 3M | -61.2% | -3.5% | -57.7% | -56.5% |
| 6M | -79.7% | +0.5% | -80.1% | -78.4% |
| YTD | -75.2% | +10.8% | -86.0% | -79.0% |
| 1Y | -77.5% | +11.9% | -89.4% | -81.1% |
| 3Y | -71.4% | +73.0% | -144.3% | -91.4% |
| 5Y | -85.6% | +58.6% | -144.2% | -93.4% |
| All | -86.0% | +60.4% | -146.4% | -93.7% |
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