+72.7%
FLQL vs VT
+69.4%
+3.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -0.7% |
| 7D | -5.8% | -4.2% | -1.7% | -1.6% |
| 30D | -8.4% | -5.8% | -2.6% | -2.6% |
| 3M | -7.1% | -5.2% | -1.9% | -1.8% |
| 6M | -1.5% | +0.1% | -1.6% | -1.7% |
| YTD | +6.7% | +8.2% | -1.5% | -1.9% |
| 1Y | +7.7% | +10.1% | -2.4% | -2.8% |
| All | +72.7% | +69.4% | +3.3% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling