+129.7%
VTR vs FLNC
-62.9%
+192.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.5% |
| 7D | -0.3% | -4.1% | +3.7% | -0.3% |
| 30D | +1.1% | -24.8% | +25.9% | +1.2% |
| 3M | +7.9% | -59.1% | +67.0% | +8.4% |
| 6M | +6.2% | -42.0% | +48.1% | +5.6% |
| YTD | +17.7% | -49.8% | +67.5% | +16.7% |
| 1Y | +32.9% | +43.1% | -10.2% | +25.7% |
| 3Y | +129.7% | -61.0% | +190.6% | +139.3% |
| All | +129.7% | -62.9% | +192.5% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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