-62.2%
FLL vs VT
+356.1%
-418.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -9.5% | -1.6% | -7.9% | -8.3% |
| 30D | -45.3% | -2.5% | -42.8% | -44.1% |
| 3M | -66.8% | -1.3% | -65.5% | -66.4% |
| 6M | -70.1% | +3.1% | -73.2% | -70.9% |
| YTD | -70.9% | +10.9% | -81.8% | -73.3% |
| 1Y | -69.0% | +12.1% | -81.0% | -71.8% |
| 3Y | -80.7% | +73.9% | -154.6% | -87.6% |
| 5Y | -92.9% | +58.0% | -150.8% | -94.9% |
| 10Y | -53.9% | +225.5% | -279.4% | -76.8% |
| All | -62.2% | +356.1% | -418.3% | -85.2% |
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 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