+196.5%
FYLD vs VT
+215.5%
-19.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.2% |
| 7D | -3.5% | -2.3% | -1.2% | -1.6% |
| 30D | -1.1% | -5.0% | +3.9% | +3.1% |
| 3M | -0.7% | -4.9% | +4.1% | +3.3% |
| 6M | +2.3% | -1.5% | +3.9% | +3.2% |
| YTD | +21.5% | +8.5% | +13.0% | +12.5% |
| 1Y | +28.7% | +11.4% | +17.3% | +16.4% |
| 3Y | +83.3% | +70.1% | +13.2% | +14.2% |
| 5Y | +79.9% | +53.7% | +26.2% | +21.8% |
| All | +196.5% | +215.5% | -19.0% | +4.6% |
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