-0.2%
FLO vs VT
+346.0%
-346.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +7.0% | -2.3% | +9.3% | +8.0% |
| 30D | +14.9% | -5.0% | +19.9% | +17.2% |
| 3M | -5.4% | -4.9% | -0.5% | -3.6% |
| 6M | -19.2% | -1.5% | -17.7% | -19.0% |
| YTD | -34.2% | +8.5% | -42.7% | -36.8% |
| 1Y | -37.2% | +11.4% | -48.5% | -40.3% |
| 3Y | -63.5% | +70.1% | -133.6% | -71.3% |
| 5Y | -65.8% | +53.7% | -119.5% | -72.2% |
| 10Y | -32.5% | +220.0% | -252.5% | -61.3% |
| All | -0.2% | +346.0% | -346.2% | -53.0% |
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