+47.8%
FLTR vs VT
+329.5%
-281.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -0.2% | -2.6% | +2.4% | 0.0% |
| 3M | +0.5% | -3.2% | +3.7% | +0.7% |
| 6M | +1.7% | +0.9% | +0.8% | +1.6% |
| YTD | +3.3% | +11.3% | -8.0% | +2.3% |
| 1Y | +4.2% | +14.0% | -9.8% | +3.0% |
| 3Y | +18.0% | +75.8% | -57.8% | +12.7% |
| 5Y | +26.0% | +57.8% | -31.8% | +21.1% |
| 10Y | +41.2% | +219.8% | -178.6% | +28.6% |
| All | +47.8% | +329.5% | -281.7% | +34.8% |
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