+171.5%
FLTW vs VT
+66.2%
+105.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | +1.6% | +1.0% | +0.6% | +0.5% |
| 30D | +8.3% | -0.2% | +8.6% | +8.6% |
| 3M | +9.2% | +4.5% | +4.7% | +4.7% |
| 6M | +59.4% | +14.1% | +45.4% | +40.7% |
| YTD | +76.6% | +14.8% | +61.9% | +55.3% |
| 1Y | +96.9% | +21.2% | +75.7% | +64.4% |
| 3Y | +212.3% | +76.6% | +135.8% | +86.1% |
| 5Y | +171.5% | +66.6% | +104.9% | +69.6% |
| All | +171.5% | +66.2% | +105.3% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling