+188.7%
FYLD vs VT
+268.0%
-79.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.9% | +0.4% | +1.5% | +1.5% |
| 30D | +5.2% | +1.0% | +4.3% | +4.3% |
| 3M | +7.5% | +2.4% | +5.1% | +5.1% |
| 6M | +12.2% | +12.0% | +0.2% | +1.2% |
| YTD | +28.3% | +15.3% | +13.0% | +12.7% |
| 1Y | +37.9% | +22.6% | +15.3% | +14.7% |
| 3Y | +91.9% | +74.7% | +17.2% | +15.9% |
| 5Y | +85.9% | +66.1% | +19.8% | +16.8% |
| 10Y | +210.1% | +225.0% | -14.9% | +3.9% |
| All | +188.7% | +268.0% | -79.3% | -14.7% |
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