+165.9%
FLV vs VT
+186.8%
-20.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -0.1% | -2.3% | +2.3% | +1.5% |
| 30D | +6.3% | -5.0% | +11.3% | +9.8% |
| 3M | +1.8% | -4.9% | +6.7% | +5.1% |
| 6M | +10.6% | -1.5% | +12.2% | +11.3% |
| YTD | +17.6% | +8.5% | +9.1% | +10.4% |
| 1Y | +23.3% | +11.4% | +11.9% | +13.6% |
| 3Y | +62.9% | +70.1% | -7.2% | +9.2% |
| 5Y | +65.9% | +53.7% | +12.1% | +20.0% |
| All | +165.9% | +186.8% | -20.8% | +3.6% |
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 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