-100.0%
FLZH vs VT
+130.9%
-230.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.9% |
| 7D | +31.1% | -0.7% | +31.8% | +34.7% |
| 30D | -60.7% | -1.7% | -58.9% | -58.9% |
| 3M | -98.2% | -2.3% | -95.9% | -98.1% |
| 6M | -99.6% | +1.5% | -101.2% | -99.6% |
| YTD | -99.7% | +12.0% | -111.7% | -99.7% |
| 1Y | -99.7% | +12.9% | -112.5% | -99.7% |
| 3Y | -99.9% | +74.9% | -174.9% | -99.9% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +130.9% | -230.9% | -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