+221.8%
VT vs FLR
+7.4%
+214.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.4% | +5.4% | -3.0% | +1.6% |
| 30D | -1.5% | +2.8% | -4.3% | -2.0% |
| 3M | -4.1% | -6.4% | +2.3% | -3.5% |
| 6M | +0.6% | +8.8% | -8.2% | -1.2% |
| YTD | +11.0% | +23.6% | -12.6% | +6.7% |
| 1Y | +13.3% | +13.8% | -0.5% | +10.0% |
| 3Y | +73.4% | +36.5% | +36.9% | +60.3% |
| 5Y | +57.4% | +119.3% | -61.9% | +35.2% |
| All | +221.8% | +7.4% | +214.4% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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