+53.7%
FHLC vs VT
+69.4%
-15.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -0.6% |
| 7D | -0.1% | -4.2% | +4.0% | +2.1% |
| 30D | +9.2% | -5.8% | +15.0% | +12.6% |
| 3M | +11.1% | -5.2% | +16.3% | +14.1% |
| 6M | +26.3% | +0.1% | +26.2% | +25.4% |
| YTD | +20.0% | +8.2% | +11.8% | +13.4% |
| 1Y | +27.7% | +10.1% | +17.6% | +19.4% |
| All | +53.7% | +69.4% | -15.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling