-92.6%
FLWS vs VT
+53.2%
-145.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.1% | -2.2% |
| 7D | -9.7% | -4.2% | -5.6% | -3.8% |
| 30D | +0.4% | -5.8% | +6.2% | +9.4% |
| 3M | -37.0% | -5.2% | -31.8% | -31.9% |
| 6M | -28.0% | +0.1% | -28.1% | -28.3% |
| YTD | -33.8% | +8.2% | -42.1% | -41.2% |
| 1Y | -25.5% | +10.1% | -35.6% | -35.6% |
| 3Y | -70.5% | +69.7% | -140.1% | -86.7% |
| 5Y | -92.6% | +53.4% | -146.0% | -96.3% |
| All | -92.6% | +53.2% | -145.8% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling