-100.0%
FLZH vs VT
+123.5%
-223.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +46.2% | +0.2% | +45.9% | +45.9% |
| 7D | +11.8% | -2.3% | +14.1% | +16.5% |
| 30D | -68.9% | -5.0% | -63.9% | -66.4% |
| 3M | -98.6% | -4.9% | -93.7% | -98.5% |
| 6M | -99.7% | -1.5% | -98.1% | -99.7% |
| YTD | -99.7% | +8.5% | -108.2% | -99.7% |
| 1Y | -99.8% | +11.4% | -111.1% | -99.8% |
| 3Y | -99.9% | +70.1% | -170.0% | -100.0% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +123.5% | -223.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling