+66.4%
FLV vs VT
+74.4%
-8.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +7.2% | -3.1% | +10.2% | +8.7% |
| 3M | +3.2% | -3.5% | +6.7% | +4.9% |
| 6M | +13.6% | +0.5% | +13.2% | +13.0% |
| YTD | +19.9% | +10.8% | +9.1% | +12.9% |
| 1Y | +24.1% | +11.9% | +12.2% | +16.2% |
| 3Y | +66.4% | +73.0% | -6.5% | +21.1% |
| All | +66.4% | +74.4% | -8.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling