+377.4%
VT vs FLR
-28.5%
+406.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | +0.4% | +5.4% | -5.0% | -0.8% |
| 30D | +1.0% | +11.4% | -10.4% | -2.0% |
| 3M | +2.4% | +11.4% | -9.0% | -0.9% |
| 6M | +12.0% | +16.6% | -4.6% | +6.5% |
| YTD | +15.3% | +41.7% | -26.4% | +4.6% |
| 1Y | +22.6% | +35.4% | -12.8% | +11.8% |
| 3Y | +74.7% | +57.3% | +17.4% | +47.0% |
| 5Y | +66.1% | +241.0% | -174.8% | +12.3% |
| 10Y | +225.0% | +16.6% | +208.4% | +152.1% |
| All | +377.4% | -28.5% | +406.0% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling