+138.3%
FLS vs VT
+345.0%
-206.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +1.6% |
| 7D | -2.9% | -4.2% | +1.3% | +2.8% |
| 30D | +6.4% | -5.8% | +12.2% | +15.4% |
| 3M | -0.5% | -5.2% | +4.7% | +7.0% |
| 6M | +11.8% | +0.1% | +11.7% | +12.4% |
| YTD | +13.5% | +8.2% | +5.2% | +3.1% |
| 1Y | +13.0% | +10.1% | +2.8% | +0.4% |
| 3Y | +116.3% | +69.7% | +46.6% | +10.2% |
| 5Y | +149.5% | +53.4% | +96.1% | +44.7% |
| 10Y | +129.4% | +219.2% | -89.8% | -48.0% |
| All | +138.3% | +345.0% | -206.7% | -64.8% |
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