+60.2%
FF vs VT
+224.5%
-164.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -1.3% | +0.4% | -1.8% | -1.8% |
| 30D | +6.5% | +1.0% | +5.5% | +5.3% |
| 3M | +20.6% | +2.4% | +18.2% | +17.3% |
| 6M | +20.3% | +12.0% | +8.3% | +7.5% |
| YTD | +67.9% | +15.3% | +52.6% | +45.5% |
| 1Y | +39.1% | +22.6% | +16.5% | +13.7% |
| 3Y | +21.8% | +74.7% | -52.9% | -30.3% |
| 5Y | +12.0% | +66.1% | -54.1% | -33.2% |
| All | +60.2% | +224.5% | -164.3% | -56.7% |
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 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