-100.0%
FLZH vs VT
+128.8%
-228.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.2% |
| 7D | -1.6% | +2.4% | -3.9% | -3.3% |
| 30D | -62.6% | -1.5% | -61.1% | -60.9% |
| 3M | -98.7% | -4.1% | -94.5% | -98.5% |
| 6M | -99.7% | +0.6% | -100.2% | -99.6% |
| YTD | -99.7% | +11.0% | -110.8% | -99.7% |
| 1Y | -99.7% | +13.3% | -113.1% | -99.7% |
| 3Y | -99.9% | +73.4% | -173.3% | -100.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +128.8% | -228.8% | -100.0% |
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