+166.0%
FLTW vs VT
+74.0%
+92.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.7% |
| 7D | +9.5% | +2.4% | +7.2% | +6.0% |
| 30D | -12.7% | -1.5% | -11.2% | -10.0% |
| 3M | -10.2% | -4.1% | -6.1% | -3.6% |
| 6M | +1.2% | +0.6% | +0.6% | +2.7% |
| YTD | +53.5% | +11.0% | +42.5% | +38.0% |
| 1Y | +60.2% | +13.3% | +46.8% | +40.4% |
| 3Y | +166.0% | +73.4% | +92.6% | +41.1% |
| All | +166.0% | +74.0% | +92.0% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling