+52.8%
VTRS vs FLNC
-70.4%
+123.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | -2.2% | -4.1% | +1.9% | -2.0% |
| 30D | +3.3% | -24.8% | +28.1% | +5.0% |
| 3M | +2.0% | -59.1% | +61.1% | +7.0% |
| 6M | +19.9% | -42.0% | +61.9% | +20.6% |
| YTD | +35.7% | -49.8% | +85.5% | +36.2% |
| 1Y | +68.1% | +43.1% | +25.0% | +52.2% |
| 3Y | +87.1% | -61.0% | +148.0% | +74.7% |
| All | +52.8% | -70.4% | +123.2% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling