+48.4%
FLTR vs VT
+332.3%
-283.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +0.2% | -1.7% | +2.0% | +0.3% |
| 3M | +0.9% | -2.3% | +3.2% | +1.1% |
| 6M | +2.2% | +1.5% | +0.7% | +2.0% |
| YTD | +3.7% | +12.0% | -8.3% | +2.8% |
| 1Y | +4.5% | +12.9% | -8.3% | +3.5% |
| 3Y | +18.6% | +74.9% | -56.4% | +13.2% |
| 5Y | +26.7% | +59.9% | -33.2% | +21.6% |
| 10Y | +42.1% | +224.6% | -182.5% | +29.4% |
| All | +48.4% | +332.3% | -283.9% | +35.4% |
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 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