-25.8%
FLOC vs VT
+34.6%
-60.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.7% |
| 7D | +6.5% | +2.4% | +4.2% | +3.7% |
| 30D | +15.6% | -1.5% | +17.1% | +17.5% |
| 3M | -5.1% | -4.1% | -1.0% | -0.6% |
| 6M | -18.4% | +0.6% | -18.9% | -20.0% |
| YTD | +16.0% | +11.0% | +5.0% | -2.0% |
| 1Y | +34.5% | +13.3% | +21.1% | +10.1% |
| All | -25.8% | +34.6% | -60.3% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling