+11.9%
FLL vs VT
+224.5%
-212.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.5% | +0.4% | 0.0% | -0.2% |
| 30D | -6.8% | +1.0% | -7.7% | -8.1% |
| 3M | -19.5% | +2.4% | -21.8% | -23.1% |
| 6M | -9.2% | +12.0% | -21.2% | -24.5% |
| YTD | -20.7% | +15.3% | -36.0% | -37.1% |
| 1Y | -39.7% | +22.6% | -62.2% | -56.7% |
| 3Y | -57.8% | +74.7% | -132.4% | -82.5% |
| 5Y | -75.2% | +66.1% | -141.3% | -88.5% |
| All | +11.9% | +224.5% | -212.6% | -71.4% |
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