-98.4%
FLNT vs VT
+345.0%
-443.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.1% | +10.9% | +9.4% |
| 7D | +10.7% | -4.2% | +14.9% | +13.4% |
| 30D | +35.6% | -5.8% | +41.4% | +40.4% |
| 3M | +3.7% | -5.2% | +9.0% | +6.8% |
| 6M | +18.7% | +0.1% | +18.6% | +17.8% |
| YTD | +50.8% | +8.2% | +42.6% | +42.2% |
| 1Y | +78.3% | +10.1% | +68.2% | +66.0% |
| 3Y | +9.7% | +69.7% | -60.0% | -23.0% |
| 5Y | -75.9% | +53.4% | -129.2% | -81.7% |
| 10Y | -79.5% | +219.2% | -298.8% | -88.2% |
| All | -98.4% | +345.0% | -443.3% | -99.2% |
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