-13.4%
FKWL vs VT
+217.6%
-231.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -3.3% | -0.1% | -3.1% | -3.3% |
| 30D | -5.9% | -3.1% | -2.8% | -5.3% |
| 3M | -12.2% | -3.5% | -8.7% | -11.6% |
| 6M | -39.5% | +0.5% | -40.0% | -39.7% |
| YTD | -52.4% | +10.8% | -63.2% | -53.7% |
| 1Y | -58.9% | +11.9% | -70.8% | -60.2% |
| 3Y | -28.2% | +73.0% | -101.2% | -37.6% |
| 5Y | -51.1% | +58.6% | -109.7% | -57.2% |
| 10Y | -13.4% | +219.2% | -232.6% | -37.1% |
| All | -13.4% | +217.6% | -231.0% | -37.1% |
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