+120.5%
FLQS vs VT
+185.4%
-64.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +1.0% | +2.9% | -1.9% | -1.7% |
| 30D | +2.4% | -2.5% | +4.9% | +4.8% |
| 3M | -2.3% | -3.3% | +1.0% | +0.8% |
| 6M | +9.4% | +1.5% | +7.8% | +7.2% |
| YTD | +14.8% | +11.4% | +3.5% | +2.5% |
| 1Y | +16.5% | +11.9% | +4.6% | +3.4% |
| 3Y | +52.0% | +73.9% | -21.9% | -12.5% |
| 5Y | +26.5% | +57.9% | -31.4% | -19.9% |
| All | +120.5% | +185.4% | -64.9% | -10.1% |
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