-73.7%
FLO vs VT
+57.0%
-130.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -7.9% |
| 7D | -17.6% | +2.4% | -19.9% | -18.1% |
| 30D | -7.4% | -1.5% | -5.9% | -7.1% |
| 3M | -25.0% | -4.1% | -20.9% | -24.2% |
| 6M | -25.8% | +0.6% | -26.3% | -26.1% |
| YTD | -45.8% | +11.0% | -56.8% | -47.8% |
| 1Y | -47.0% | +13.3% | -60.4% | -49.3% |
| 3Y | -67.8% | +73.4% | -141.2% | -73.5% |
| All | -73.7% | +57.0% | -130.7% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling