+126.0%
FLS vs VT
+224.4%
-98.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -2.1% |
| 7D | +5.0% | -0.7% | +5.6% | +6.0% |
| 30D | +20.6% | -1.7% | +22.3% | +23.6% |
| 3M | +5.7% | -2.3% | +8.0% | +9.2% |
| 6M | +21.1% | +1.5% | +19.6% | +19.5% |
| YTD | +23.9% | +12.0% | +11.8% | +7.5% |
| 1Y | +24.3% | +12.9% | +11.4% | +6.8% |
| 3Y | +136.7% | +74.9% | +61.7% | +16.9% |
| 5Y | +180.0% | +59.9% | +120.1% | +55.6% |
| 10Y | +126.0% | +224.6% | -98.6% | -45.5% |
| All | +126.0% | +224.4% | -98.4% | -45.5% |
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