+214.5%
FHLC vs VT
+214.8%
-0.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +0.3% |
| 7D | -0.1% | -4.2% | +4.0% | +3.1% |
| 30D | +9.2% | -5.8% | +15.0% | +14.1% |
| 3M | +11.1% | -5.2% | +16.3% | +15.5% |
| 6M | +26.3% | +0.1% | +26.2% | +25.3% |
| YTD | +20.0% | +8.2% | +11.8% | +11.9% |
| 1Y | +27.7% | +10.1% | +17.6% | +17.4% |
| 3Y | +54.3% | +69.7% | -15.4% | -0.3% |
| 5Y | +41.2% | +53.4% | -12.2% | -1.6% |
| All | +214.5% | +214.8% | -0.3% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling