-84.2%
FLNT vs VT
+222.7%
-306.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.3% |
| 7D | -8.3% | +2.9% | -11.2% | -11.7% |
| 30D | +23.4% | -2.5% | +25.9% | +26.0% |
| 3M | -18.8% | -3.3% | -15.5% | -16.6% |
| 6M | +23.0% | +1.5% | +21.4% | +18.4% |
| YTD | +38.3% | +11.4% | +27.0% | +17.9% |
| 1Y | +70.3% | +11.9% | +58.3% | +43.9% |
| 3Y | +2.5% | +73.9% | -71.4% | -52.8% |
| 5Y | -79.0% | +57.9% | -136.9% | -88.7% |
| All | -84.2% | +222.7% | -306.9% | -95.9% |
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