-41.5%
FLR vs VT
+345.0%
-386.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | +0.3% |
| 7D | -5.4% | -4.2% | -1.3% | +0.4% |
| 30D | -13.5% | -5.8% | -7.7% | -5.7% |
| 3M | -10.8% | -5.2% | -5.5% | -3.3% |
| 6M | -15.1% | +0.1% | -15.2% | -14.6% |
| YTD | +13.5% | +8.2% | +5.3% | +2.9% |
| 1Y | -5.1% | +10.1% | -15.2% | -15.8% |
| 3Y | +22.7% | +69.7% | -47.0% | -38.8% |
| 5Y | +94.8% | +53.4% | +41.4% | +10.7% |
| 10Y | +8.7% | +219.2% | -210.5% | -75.2% |
| All | -41.5% | +345.0% | -386.5% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling