-28.2%
FLOC vs VT
+34.3%
-62.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | +7.3% | -0.1% | +7.5% | +7.4% |
| 30D | +6.2% | -3.1% | +9.3% | +10.0% |
| 3M | -6.5% | -3.5% | -3.0% | -2.8% |
| 6M | -15.7% | +0.5% | -16.1% | -17.3% |
| YTD | +12.2% | +10.8% | +1.4% | -4.9% |
| 1Y | +23.9% | +11.9% | +12.0% | +3.4% |
| All | -28.2% | +34.3% | -62.5% | -55.9% |
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