+237.9%
FLQL vs VT
+177.4%
+60.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -1.2% |
| 7D | -5.8% | -4.2% | -1.7% | -2.1% |
| 30D | -8.4% | -5.8% | -2.6% | -3.3% |
| 3M | -7.1% | -5.2% | -1.9% | -2.4% |
| 6M | -1.5% | +0.1% | -1.6% | -1.6% |
| YTD | +6.7% | +8.2% | -1.5% | -0.5% |
| 1Y | +7.7% | +10.1% | -2.4% | -1.2% |
| 3Y | +73.3% | +69.7% | +3.6% | +9.1% |
| 5Y | +73.7% | +53.4% | +20.3% | +18.8% |
| All | +237.9% | +177.4% | +60.5% | +48.3% |
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 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