+101.4%
FLJP vs VT
+166.6%
-65.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +2.4% | +1.0% | +1.4% | +1.6% |
| 30D | +0.9% | -0.2% | +1.1% | +1.1% |
| 3M | +6.4% | +4.5% | +1.9% | +2.9% |
| 6M | +15.0% | +14.1% | +0.9% | +4.0% |
| YTD | +21.3% | +14.8% | +6.5% | +9.3% |
| 1Y | +25.0% | +21.2% | +3.8% | +8.1% |
| 3Y | +73.2% | +76.6% | -3.3% | +13.3% |
| 5Y | +54.3% | +66.6% | -12.3% | +4.7% |
| All | +101.4% | +166.6% | -65.2% | -4.6% |
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