+8.4%
FKWL vs VT
+357.6%
-349.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.3% |
| 7D | -4.5% | +0.4% | -4.8% | -4.5% |
| 30D | -3.2% | -2.6% | -0.6% | -3.0% |
| 3M | -6.6% | -3.2% | -3.3% | -6.4% |
| 6M | -37.8% | +0.9% | -38.7% | -37.9% |
| YTD | -51.0% | +11.3% | -62.3% | -51.4% |
| 1Y | -57.2% | +14.0% | -71.2% | -57.6% |
| 3Y | -30.2% | +75.8% | -106.0% | -32.5% |
| 5Y | -53.3% | +57.8% | -111.2% | -54.9% |
| 10Y | -11.2% | +219.8% | -231.0% | -13.1% |
| All | +8.4% | +357.6% | -349.2% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling