-57.4%
FLL vs VT
+214.8%
-272.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.1% | -4.8% | -2.5% |
| 7D | -10.0% | -4.2% | -5.8% | -3.6% |
| 30D | -47.1% | -5.8% | -41.3% | -41.7% |
| 3M | -67.6% | -5.2% | -62.3% | -64.5% |
| 6M | -71.3% | +0.1% | -71.4% | -71.4% |
| YTD | -72.4% | +8.2% | -80.6% | -75.7% |
| 1Y | -69.9% | +10.1% | -80.0% | -74.3% |
| 3Y | -81.7% | +69.7% | -151.3% | -92.1% |
| 5Y | -93.1% | +53.4% | -146.5% | -96.4% |
| All | -57.4% | +214.8% | -272.2% | -86.6% |
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