-100.0%
FLZH vs VT
+66.2%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +10.6% |
| 7D | +18.4% | +1.0% | +17.4% | +16.6% |
| 30D | -93.4% | -0.2% | -93.2% | -93.3% |
| 3M | -96.8% | +4.5% | -101.4% | -97.0% |
| 6M | -96.3% | +14.1% | -110.4% | -96.9% |
| YTD | -98.7% | +14.8% | -113.5% | -98.9% |
| 1Y | -99.3% | +21.2% | -120.5% | -99.4% |
| 3Y | -99.7% | +76.6% | -176.3% | -99.9% |
| 5Y | -100.0% | +66.6% | -166.6% | -100.0% |
| All | -100.0% | +66.2% | -166.2% | -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 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