+349.1%
VT vs FLR
-40.8%
+389.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.5% |
| 7D | -2.3% | -0.8% | -1.5% | -2.2% |
| 30D | -5.0% | -9.1% | +4.2% | -3.0% |
| 3M | -4.9% | -4.7% | -0.2% | -4.6% |
| 6M | -1.5% | -14.2% | +12.7% | +0.2% |
| YTD | +8.5% | +17.3% | -8.8% | +2.4% |
| 1Y | +11.4% | +4.3% | +7.1% | +7.8% |
| 3Y | +70.1% | +30.7% | +39.3% | +49.1% |
| 5Y | +53.7% | +101.3% | -47.6% | +17.8% |
| 10Y | +220.0% | +12.4% | +207.6% | +144.0% |
| All | +349.1% | -40.8% | +389.9% | +214.7% |
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