+57.8%
VT vs FLR
+116.5%
-58.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.3% | -5.7% | +1.1% |
| 7D | +0.4% | +8.5% | -8.1% | -1.1% |
| 30D | -2.6% | -0.7% | -1.9% | -2.6% |
| 3M | -3.2% | -11.7% | +8.5% | -1.5% |
| 6M | +0.9% | +16.2% | -15.3% | -2.7% |
| YTD | +11.3% | +27.0% | -15.7% | +4.7% |
| 1Y | +14.0% | +10.1% | +3.9% | +9.9% |
| 3Y | +75.8% | +46.2% | +29.7% | +52.6% |
| 5Y | +57.8% | +121.4% | -63.6% | +24.1% |
| All | +57.8% | +116.5% | -58.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling