+216.7%
FLJH vs VT
+160.3%
+56.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.1% |
| 30D | -4.1% | -1.7% | -2.3% | -2.6% |
| 3M | -3.1% | -2.3% | -0.8% | -1.2% |
| 6M | +3.0% | +1.5% | +1.5% | +2.0% |
| YTD | +19.6% | +12.0% | +7.6% | +9.9% |
| 1Y | +17.7% | +12.9% | +4.9% | +7.6% |
| 3Y | +86.9% | +74.9% | +12.0% | +24.1% |
| 5Y | +141.7% | +59.9% | +81.8% | +70.6% |
| All | +216.7% | +160.3% | +56.5% | +51.7% |
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