+240.1%
FLQL vs VT
+178.0%
+62.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -3.2% | -2.3% | -0.9% | -1.1% |
| 30D | -7.6% | -5.0% | -2.6% | -3.2% |
| 3M | -6.3% | -4.9% | -1.5% | -2.0% |
| 6M | -2.3% | -1.5% | -0.7% | -0.9% |
| YTD | +7.4% | +8.5% | -1.1% | -0.1% |
| 1Y | +9.6% | +11.4% | -1.7% | -0.4% |
| 3Y | +73.8% | +70.1% | +3.7% | +9.2% |
| 5Y | +74.8% | +53.7% | +21.1% | +19.3% |
| All | +240.1% | +178.0% | +62.0% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling