+71.2%
FF vs VT
+214.8%
-143.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -0.2% |
| 7D | -5.1% | -4.2% | -0.9% | -1.4% |
| 30D | +4.7% | -5.8% | +10.5% | +10.4% |
| 3M | +9.3% | -5.2% | +14.5% | +14.4% |
| 6M | +8.9% | +0.1% | +8.8% | +7.8% |
| YTD | +72.4% | +8.2% | +64.2% | +58.2% |
| 1Y | +43.9% | +10.1% | +33.8% | +29.8% |
| 3Y | +32.1% | +69.7% | -37.6% | -22.3% |
| 5Y | +21.2% | +53.4% | -32.2% | -22.0% |
| All | +71.2% | +214.8% | -143.6% | -46.6% |
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