-96.7%
FLD vs VT
+63.5%
-160.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.1% | -0.3% | -19.9% | -20.0% |
| 7D | -28.0% | +2.4% | -30.4% | -28.9% |
| 30D | -37.1% | -1.5% | -35.6% | -36.5% |
| 3M | -32.1% | -4.1% | -28.0% | -30.4% |
| 6M | -77.2% | +0.6% | -77.8% | -77.1% |
| YTD | -87.7% | +11.0% | -98.7% | -88.1% |
| 1Y | -89.8% | +13.3% | -103.1% | -90.1% |
| 3Y | -96.9% | +73.4% | -170.3% | -97.2% |
| All | -96.7% | +63.5% | -160.2% | -96.9% |
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