+24.1%
FKWL vs VT
+374.2%
-350.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | +8.9% | +1.0% | +7.9% | +8.8% |
| 3M | -12.5% | +2.4% | -14.9% | -12.6% |
| 6M | -36.0% | +12.0% | -48.0% | -36.5% |
| YTD | -43.9% | +15.3% | -59.3% | -44.5% |
| 1Y | -40.1% | +22.6% | -62.7% | -40.9% |
| 3Y | -22.6% | +74.7% | -97.3% | -25.1% |
| 5Y | -71.0% | +66.1% | -137.1% | -72.0% |
| 10Y | +3.3% | +225.0% | -221.7% | +0.8% |
| All | +24.1% | +374.2% | -350.1% | +45.4% |
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 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