-79.7%
FLYT vs VT
+14.2%
-93.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.2% | +2.6% | +31.6% | +16.0% |
| 7D | +99.2% | +0.4% | +98.8% | +104.3% |
| 30D | +23.3% | -2.6% | +25.9% | +61.7% |
| 3M | -36.6% | -3.2% | -33.4% | -10.4% |
| 6M | -80.6% | +0.9% | -81.6% | -76.3% |
| YTD | -62.7% | +11.3% | -74.0% | -75.2% |
| 1Y | -63.1% | +14.0% | -77.1% | -77.1% |
| All | -79.7% | +14.2% | -93.9% | -87.1% |
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