-95.9%
FLD vs VT
+65.0%
-160.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.1% | -9.7% | -9.2% |
| 7D | -25.4% | -0.7% | -24.7% | -25.0% |
| 30D | -25.7% | -1.7% | -23.9% | -24.9% |
| 3M | -10.6% | -2.3% | -8.3% | -9.2% |
| 6M | -72.6% | +1.5% | -74.2% | -72.6% |
| YTD | -84.6% | +12.0% | -96.6% | -85.1% |
| 1Y | -87.0% | +12.9% | -99.9% | -87.5% |
| 3Y | -96.2% | +74.9% | -171.1% | -96.5% |
| All | -95.9% | +65.0% | -160.9% | -96.2% |
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 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