+62.7%
VT vs FLNC
-71.1%
+133.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.4% | -0.5% |
| 7D | -2.0% | -5.0% | +3.0% | -1.7% |
| 30D | -1.4% | -26.1% | +24.7% | +0.7% |
| 3M | +4.7% | -55.2% | +59.9% | +10.3% |
| 6M | +11.4% | -42.6% | +53.9% | +13.0% |
| YTD | +13.1% | -51.0% | +64.1% | +14.8% |
| 1Y | +19.0% | +43.3% | -24.3% | +8.1% |
| 3Y | +73.9% | -63.4% | +137.4% | +66.1% |
| All | +62.7% | -71.1% | +133.8% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling