-58.5%
FLWS vs VT
+363.9%
-422.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +2.7% |
| 7D | -4.1% | -0.3% | -3.8% | -3.7% |
| 30D | +11.4% | -1.4% | +12.9% | +13.1% |
| 3M | -31.5% | -1.4% | -30.1% | -30.3% |
| 6M | -22.0% | +5.5% | -27.5% | -27.0% |
| YTD | -28.0% | +12.8% | -40.8% | -37.8% |
| 1Y | -16.5% | +15.4% | -31.9% | -29.9% |
| 3Y | -67.8% | +76.9% | -144.7% | -83.6% |
| 5Y | -91.7% | +60.4% | -152.2% | -95.1% |
| 10Y | -70.8% | +232.8% | -303.6% | -92.7% |
| All | -58.5% | +363.9% | -422.4% | -93.2% |
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