+41.9%
FLOT vs VT
+344.0%
-302.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | -0.1% | -5.0% | +4.8% | +0.2% |
| 3M | +0.5% | -4.9% | +5.4% | +0.9% |
| 6M | +1.7% | -1.5% | +3.2% | +1.7% |
| YTD | +3.1% | +8.5% | -5.4% | +2.4% |
| 1Y | +3.9% | +11.4% | -7.5% | +3.0% |
| 3Y | +16.3% | +70.1% | -53.8% | +11.5% |
| 5Y | +24.2% | +53.7% | -29.5% | +19.8% |
| 10Y | +35.3% | +220.0% | -184.7% | +23.6% |
| All | +41.9% | +344.0% | -302.0% | +28.9% |
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 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