+39.2%
FFLG vs VT
+57.0%
-17.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.6% |
| 7D | +1.8% | +2.4% | -0.5% | -1.5% |
| 30D | -8.7% | -1.5% | -7.2% | -6.5% |
| 3M | -9.7% | -4.1% | -5.6% | -3.8% |
| 6M | -10.7% | +0.6% | -11.3% | -10.9% |
| YTD | +1.9% | +11.0% | -9.1% | -11.8% |
| 1Y | +4.1% | +13.3% | -9.2% | -12.5% |
| 3Y | +77.7% | +73.4% | +4.3% | -18.7% |
| All | +39.2% | +57.0% | -17.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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