+121.4%
FLR vs VT
+57.4%
+64.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +4.7% |
| 7D | +8.5% | +0.4% | +8.1% | +8.1% |
| 30D | -0.7% | -2.6% | +1.9% | +3.2% |
| 3M | -11.7% | -3.2% | -8.5% | -7.3% |
| 6M | +16.2% | +0.9% | +15.3% | +16.1% |
| YTD | +27.0% | +11.3% | +15.7% | +12.1% |
| 1Y | +10.1% | +14.0% | -3.9% | -5.6% |
| 3Y | +46.2% | +75.8% | -29.7% | -21.4% |
| 5Y | +121.4% | +57.8% | +63.6% | +36.9% |
| All | +121.4% | +57.4% | +64.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling