-27.4%
FLOC vs VT
+35.8%
-63.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | -0.3% |
| 7D | +7.3% | -0.7% | +8.0% | +8.1% |
| 30D | +8.4% | -1.7% | +10.2% | +10.6% |
| 3M | -9.3% | -2.3% | -7.0% | -7.0% |
| 6M | -19.6% | +1.5% | -21.1% | -22.1% |
| YTD | +13.4% | +12.0% | +1.4% | -5.1% |
| 1Y | +22.3% | +12.9% | +9.4% | +1.1% |
| All | -27.4% | +35.8% | -63.2% | -56.0% |
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 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