+53.7%
FLLA vs VT
+155.0%
-101.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -0.1% | +2.4% | -2.4% | -2.4% |
| 30D | -14.7% | -1.5% | -13.2% | -13.6% |
| 3M | -2.4% | -4.1% | +1.7% | +1.5% |
| 6M | -8.1% | +0.6% | -8.6% | -9.0% |
| YTD | +7.7% | +11.0% | -3.3% | -3.2% |
| 1Y | +9.4% | +13.3% | -4.0% | -3.7% |
| 3Y | +35.9% | +73.4% | -37.5% | -22.8% |
| 5Y | +68.7% | +57.4% | +11.2% | +5.7% |
| All | +53.7% | +155.0% | -101.3% | -42.1% |
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