+133.3%
FLS vs VT
+374.2%
-240.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.6% | +0.4% | -5.0% | -5.2% |
| 30D | -2.6% | +1.0% | -3.6% | -3.8% |
| 3M | +1.9% | +2.4% | -0.5% | -0.8% |
| 6M | -7.0% | +12.0% | -19.0% | -19.5% |
| YTD | +11.1% | +15.3% | -4.2% | -7.4% |
| 1Y | +42.3% | +22.6% | +19.7% | +9.5% |
| 3Y | +99.8% | +74.7% | +25.1% | -2.2% |
| 5Y | +123.3% | +66.1% | +57.1% | +16.1% |
| 10Y | +91.3% | +225.0% | -133.7% | -57.7% |
| All | +133.3% | +374.2% | -240.9% | -68.4% |
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