+179.1%
FYLD vs VT
+245.4%
-66.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +1.5% |
| 7D | -1.8% | -4.2% | +2.3% | +1.7% |
| 30D | +0.1% | -5.8% | +5.9% | +5.2% |
| 3M | +1.7% | -5.2% | +7.0% | +6.3% |
| 6M | +4.6% | +0.1% | +4.5% | +4.0% |
| YTD | +24.0% | +8.2% | +15.8% | +14.9% |
| 1Y | +31.8% | +10.1% | +21.7% | +20.2% |
| 3Y | +84.7% | +69.7% | +15.1% | +14.2% |
| 5Y | +83.6% | +53.4% | +30.2% | +23.4% |
| 10Y | +205.0% | +219.2% | -14.2% | +3.2% |
| All | +179.1% | +245.4% | -66.3% | -13.1% |
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