+69.7%
VT vs FLR
+23.3%
+46.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -3.2% |
| 7D | -4.2% | -5.4% | +1.3% | -3.3% |
| 30D | -5.8% | -13.5% | +7.7% | -3.6% |
| 3M | -5.2% | -10.8% | +5.5% | -4.0% |
| 6M | +0.1% | -15.1% | +15.2% | +1.7% |
| YTD | +8.2% | +13.5% | -5.3% | +4.2% |
| 1Y | +10.1% | -5.1% | +15.2% | +9.1% |
| All | +69.7% | +23.3% | +46.3% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling