-45.3%
FLWS vs VT
+374.2%
-419.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -9.7% | +1.0% | -10.7% | -10.7% |
| 3M | -17.5% | +2.4% | -19.9% | -20.1% |
| 6M | +7.8% | +12.0% | -4.2% | -6.0% |
| YTD | -5.1% | +15.3% | -20.4% | -20.0% |
| 1Y | -28.0% | +22.6% | -50.6% | -43.8% |
| 3Y | -47.3% | +74.7% | -122.0% | -72.6% |
| 5Y | -88.7% | +66.1% | -154.9% | -93.6% |
| 10Y | -59.8% | +225.0% | -284.8% | -89.7% |
| All | -45.3% | +374.2% | -419.5% | -91.3% |
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 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