+217.0%
FLJH vs VT
+164.9%
+52.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -0.9% |
| 7D | -2.8% | -0.1% | -2.6% | -2.6% |
| 30D | -2.6% | -0.7% | -1.9% | -2.1% |
| 3M | +2.1% | +4.0% | -1.9% | -0.9% |
| 6M | +11.8% | +12.3% | -0.5% | +2.3% |
| YTD | +19.7% | +14.0% | +5.7% | +8.3% |
| 1Y | +28.6% | +20.3% | +8.3% | +11.8% |
| 3Y | +90.0% | +75.4% | +14.6% | +25.6% |
| 5Y | +137.9% | +66.0% | +71.9% | +63.0% |
| All | +217.0% | +164.9% | +52.1% | +49.5% |
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