+30.4%
FHLC vs VT
+5.0%
+25.4%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.0% |
| 7D | +4.8% | -0.3% | +5.1% | +4.7% |
| 30D | +11.7% | -1.4% | +13.1% | +11.5% |
| 3M | +15.5% | -1.4% | +16.9% | +15.3% |
| 6M | +30.4% | +5.5% | +24.9% | +29.8% |
| All | +30.4% | +5.0% | +25.4% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling