+51.6%
FFLG vs VT
+81.3%
-29.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | -2.1% | -0.1% | -1.9% | -1.8% |
| 30D | -11.9% | -3.1% | -8.8% | -7.7% |
| 3M | -8.7% | -3.5% | -5.2% | -3.7% |
| 6M | -9.5% | +0.5% | -10.0% | -9.6% |
| YTD | +1.8% | +10.8% | -9.0% | -11.6% |
| 1Y | +0.6% | +11.9% | -11.3% | -13.9% |
| 3Y | +77.7% | +73.0% | +4.8% | -18.2% |
| 5Y | +41.6% | +58.6% | -17.0% | -22.9% |
| All | +51.6% | +81.3% | -29.7% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling