+124.6%
VFLO vs VT
+75.7%
+48.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | -4.3% | -2.0% | -2.3% | -2.7% |
| 30D | +1.4% | -1.4% | +2.8% | +2.6% |
| 3M | +19.3% | +4.7% | +14.6% | +14.5% |
| 6M | +36.2% | +11.4% | +24.9% | +23.9% |
| YTD | +36.9% | +13.1% | +23.8% | +22.7% |
| 1Y | +44.9% | +19.0% | +25.9% | +23.9% |
| 3Y | +110.9% | +73.9% | +36.9% | +30.6% |
| All | +124.6% | +75.7% | +48.8% | +38.0% |
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