+60.2%
FLRT vs VT
+214.8%
-154.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.1% |
| 7D | +0.1% | -4.2% | +4.2% | +0.2% |
| 30D | 0.0% | -5.8% | +5.8% | +0.2% |
| 3M | +0.8% | -5.2% | +6.0% | +1.0% |
| 6M | +2.3% | +0.1% | +2.1% | +2.2% |
| YTD | +3.3% | +8.2% | -4.9% | +3.0% |
| 1Y | +4.5% | +10.1% | -5.6% | +4.1% |
| 3Y | +24.0% | +69.7% | -45.7% | +21.5% |
| 5Y | +34.0% | +53.4% | -19.3% | +31.6% |
| All | +60.2% | +214.8% | -154.6% | +47.2% |
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