+59.4%
VT vs FLNC
-85.3%
+144.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.6% | +0.2% |
| 7D | -0.1% | -10.7% | +10.6% | +0.6% |
| 30D | -3.1% | -33.9% | +30.9% | -0.4% |
| 3M | -3.5% | -61.2% | +57.7% | +2.8% |
| 6M | +0.5% | -79.7% | +80.1% | +10.6% |
| YTD | +10.8% | -75.2% | +86.0% | +17.7% |
| 1Y | +11.9% | -77.5% | +89.4% | +19.1% |
| 3Y | +73.0% | -71.4% | +144.3% | +65.3% |
| 5Y | +58.6% | -85.6% | +144.2% | +49.2% |
| All | +59.4% | -85.3% | +144.8% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling