-84.6%
FLNC vs VT
+61.2%
-145.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | -4.4% |
| 7D | +3.6% | +0.4% | +3.3% | +3.9% |
| 30D | -27.3% | -2.6% | -24.7% | -20.5% |
| 3M | -59.1% | -3.2% | -55.8% | -54.5% |
| 6M | -77.6% | +0.9% | -78.6% | -76.6% |
| YTD | -72.7% | +11.3% | -84.0% | -77.2% |
| 1Y | -74.0% | +14.0% | -88.0% | -79.2% |
| 3Y | -69.6% | +75.8% | -145.4% | -91.3% |
| 5Y | -85.2% | +57.8% | -143.0% | -93.2% |
| All | -84.6% | +61.2% | -145.8% | -93.1% |
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