-92.2%
FLL vs VT
+60.6%
-152.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +1.3% |
| 7D | -8.1% | -0.3% | -7.8% | -7.8% |
| 30D | -42.3% | -1.4% | -40.9% | -41.0% |
| 3M | -65.4% | -1.4% | -64.0% | -64.4% |
| 6M | -68.5% | +5.5% | -74.0% | -71.2% |
| YTD | -69.7% | +12.8% | -82.6% | -75.1% |
| 1Y | -67.2% | +15.4% | -82.6% | -74.1% |
| 3Y | -79.9% | +76.9% | -156.8% | -92.2% |
| 5Y | -92.2% | +60.4% | -152.6% | -96.2% |
| All | -92.2% | +60.6% | -152.8% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling