-73.1%
FLNC vs VTEB
+2.0%
-75.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.1% |
| 7D | -9.1% | -1.0% | -8.1% | -5.2% |
| 30D | -28.4% | -2.4% | -26.0% | -20.5% |
| 3M | -60.3% | -2.9% | -57.4% | -54.9% |
| 6M | -42.6% | -2.2% | -40.3% | -36.1% |
| YTD | -52.4% | -1.5% | -50.9% | -48.7% |
| 1Y | +34.4% | +0.2% | +34.2% | +35.4% |
| 3Y | -63.0% | +8.6% | -71.6% | -73.5% |
| All | -73.1% | +2.0% | -75.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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