-94.4%
FLD vs VT
+69.9%
-164.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | 0.0% | +10.0% | +10.0% |
| 7D | +2.1% | +0.4% | +1.6% | +1.9% |
| 30D | +16.2% | +1.0% | +15.2% | +15.9% |
| 3M | -23.2% | +2.4% | -25.6% | -23.9% |
| 6M | -63.6% | +12.0% | -75.6% | -65.2% |
| YTD | -79.3% | +15.3% | -94.7% | -80.4% |
| 1Y | -85.0% | +22.6% | -107.6% | -86.0% |
| 3Y | -94.8% | +74.7% | -169.5% | -95.3% |
| All | -94.4% | +69.9% | -164.3% | -95.0% |
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