+166.1%
FLQM vs VT
+194.1%
-28.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -1.3% | +1.0% | -2.3% | -2.1% |
| 30D | -2.7% | -0.2% | -2.5% | -2.5% |
| 3M | +5.7% | +4.5% | +1.1% | +1.6% |
| 6M | +5.8% | +14.1% | -8.3% | -5.6% |
| YTD | +7.2% | +14.8% | -7.6% | -4.9% |
| 1Y | +6.1% | +21.2% | -15.0% | -10.1% |
| 3Y | +41.2% | +76.6% | -35.4% | -12.5% |
| 5Y | +38.8% | +66.6% | -27.8% | -10.2% |
| All | +166.1% | +194.1% | -28.0% | +24.4% |
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