+43.6%
FLRN vs VT
+399.1%
-355.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -0.1% | -1.4% | +1.4% | 0.0% |
| 3M | +0.2% | -1.4% | +1.6% | +0.3% |
| 6M | +1.3% | +5.5% | -4.1% | +0.9% |
| YTD | +2.8% | +12.8% | -10.1% | +1.8% |
| 1Y | +3.5% | +15.4% | -11.9% | +2.4% |
| 3Y | +15.9% | +76.9% | -60.9% | +10.7% |
| 5Y | +23.7% | +60.4% | -36.7% | +18.9% |
| 10Y | +34.9% | +232.8% | -197.9% | +22.3% |
| All | +43.6% | +399.1% | -355.5% | +30.1% |
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 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