+221.0%
VT vs FLR
+8.6%
+212.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.1% | +5.1% | -5.2% | -0.8% |
| 30D | -3.1% | -0.5% | -2.6% | -3.1% |
| 3M | -3.5% | -3.5% | 0.0% | -3.2% |
| 6M | +0.5% | +16.5% | -16.0% | -2.2% |
| YTD | +10.8% | +27.3% | -16.5% | +6.0% |
| 1Y | +11.9% | +10.6% | +1.3% | +9.0% |
| 3Y | +73.0% | +39.4% | +33.6% | +59.5% |
| 5Y | +58.6% | +126.4% | -67.8% | +35.7% |
| All | +221.0% | +8.6% | +212.4% | +186.5% |
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