-11.2%
FKWL vs VT
+223.7%
-234.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.8% |
| 7D | -4.5% | +0.4% | -4.8% | -4.6% |
| 30D | -3.2% | -2.6% | -0.6% | -2.7% |
| 3M | -6.6% | -3.2% | -3.3% | -5.9% |
| 6M | -37.8% | +0.9% | -38.7% | -38.0% |
| YTD | -51.0% | +11.3% | -62.3% | -52.4% |
| 1Y | -57.2% | +14.0% | -71.2% | -58.7% |
| 3Y | -30.2% | +75.8% | -106.0% | -39.6% |
| 5Y | -53.3% | +57.8% | -111.2% | -59.1% |
| 10Y | -11.2% | +219.8% | -231.0% | -35.4% |
| All | -11.2% | +223.7% | -234.9% | -35.4% |
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