+133.7%
FLSW vs VT
+153.9%
-20.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.3% |
| 7D | +4.9% | -0.3% | +5.2% | +5.1% |
| 30D | +11.9% | -1.4% | +13.3% | +13.0% |
| 3M | +3.3% | -1.4% | +4.7% | +4.3% |
| 6M | +12.1% | +5.5% | +6.6% | +7.8% |
| YTD | +12.8% | +12.8% | -0.1% | +3.4% |
| 1Y | +22.9% | +15.4% | +7.5% | +10.9% |
| 3Y | +65.0% | +76.9% | -11.9% | +9.3% |
| 5Y | +44.6% | +60.4% | -15.8% | +1.8% |
| All | +133.7% | +153.9% | -20.2% | +16.6% |
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