-8.7%
FLO vs VT
+374.2%
-382.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -11.7% | +0.4% | -12.1% | -11.9% |
| 30D | -15.2% | +1.0% | -16.1% | -15.5% |
| 3M | -12.7% | +2.4% | -15.1% | -13.7% |
| 6M | -27.6% | +12.0% | -39.6% | -31.2% |
| YTD | -39.8% | +15.3% | -55.2% | -43.6% |
| 1Y | -53.4% | +22.6% | -76.0% | -57.5% |
| 3Y | -67.9% | +74.7% | -142.6% | -75.0% |
| 5Y | -67.1% | +66.1% | -133.3% | -74.1% |
| 10Y | -36.7% | +225.0% | -261.7% | -63.8% |
| All | -8.7% | +374.2% | -382.8% | -58.0% |
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