+41.6%
FLOT vs VT
+372.0%
-330.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +0.3% | +1.0% | -0.6% | +0.3% |
| 3M | +1.0% | +2.4% | -1.3% | +0.9% |
| 6M | +2.2% | +12.0% | -9.8% | +1.3% |
| YTD | +2.9% | +15.3% | -12.5% | +1.8% |
| 1Y | +4.5% | +22.6% | -18.1% | +2.9% |
| 3Y | +17.2% | +74.7% | -57.4% | +12.2% |
| 5Y | +24.0% | +66.1% | -42.2% | +19.0% |
| 10Y | +35.3% | +225.0% | -189.7% | +23.1% |
| All | +41.6% | +372.0% | -330.4% | +28.0% |
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 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