+179.9%
FLQM vs VT
+185.3%
-5.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -0.3% |
| 7D | +0.9% | +0.4% | +0.6% | +0.6% |
| 30D | +6.6% | -2.6% | +9.2% | +8.7% |
| 3M | +2.3% | -3.2% | +5.5% | +4.9% |
| 6M | +12.3% | +0.9% | +11.4% | +10.8% |
| YTD | +12.7% | +11.3% | +1.4% | +2.3% |
| 1Y | +14.5% | +14.0% | +0.5% | +1.8% |
| 3Y | +54.5% | +75.8% | -21.3% | -4.1% |
| 5Y | +41.8% | +57.8% | -16.0% | -4.4% |
| All | +179.9% | +185.3% | -5.4% | +33.9% |
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