+8.4%
FLR vs VT
+217.6%
-209.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | +5.1% | -0.1% | +5.2% | +5.5% |
| 30D | -0.5% | -3.1% | +2.6% | +4.7% |
| 3M | -3.5% | -3.5% | 0.0% | +2.3% |
| 6M | +16.5% | +0.5% | +16.0% | +16.9% |
| YTD | +27.3% | +10.8% | +16.5% | +10.6% |
| 1Y | +10.6% | +11.9% | -1.3% | -5.1% |
| 3Y | +39.4% | +73.0% | -33.6% | -35.9% |
| 5Y | +126.4% | +58.6% | +67.8% | +18.3% |
| 10Y | +8.4% | +219.2% | -210.8% | -77.5% |
| All | +8.4% | +217.6% | -209.3% | -77.5% |
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