-33.8%
FLOC vs VT
+31.2%
-65.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +2.6% |
| 7D | -5.0% | -4.2% | -0.8% | -0.4% |
| 30D | +2.6% | -5.8% | +8.4% | +9.8% |
| 3M | -7.1% | -5.2% | -1.9% | -1.4% |
| 6M | -23.3% | +0.1% | -23.4% | -25.1% |
| YTD | +3.4% | +8.2% | -4.8% | -10.0% |
| 1Y | +4.8% | +10.1% | -5.3% | -11.1% |
| All | -33.8% | +31.2% | -65.0% | -58.3% |
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