-95.8%
FLD vs VT
+69.7%
-165.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.2% | -8.1% | -8.1% |
| 7D | -16.6% | -2.3% | -14.3% | -14.4% |
| 30D | -22.8% | -5.0% | -17.9% | -18.4% |
| 3M | -10.3% | -4.9% | -5.4% | -4.6% |
| 6M | -64.0% | -1.5% | -62.5% | -63.0% |
| YTD | -82.9% | +8.5% | -91.4% | -83.8% |
| 1Y | -86.0% | +11.4% | -97.4% | -87.0% |
| 3Y | -95.8% | +70.1% | -165.8% | -96.4% |
| All | -95.8% | +69.7% | -165.5% | -96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling