+65.2%
FLRT vs VT
+233.2%
-167.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.2% | +0.4% | -0.3% | +0.2% |
| 30D | +0.8% | +1.0% | -0.2% | +0.8% |
| 3M | +1.5% | +2.4% | -0.9% | +1.4% |
| 6M | +4.3% | +12.0% | -7.7% | +3.9% |
| YTD | +3.4% | +15.3% | -11.9% | +2.9% |
| 1Y | +5.4% | +22.6% | -17.2% | +4.7% |
| 3Y | +25.0% | +74.7% | -49.6% | +22.8% |
| 5Y | +34.9% | +66.1% | -31.2% | +32.4% |
| 10Y | +61.1% | +225.0% | -163.9% | +57.1% |
| All | +65.2% | +233.2% | -167.9% | +61.9% |
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 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