+54.9%
FF vs VT
+15.2%
+39.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +10.2% | -1.4% | +11.6% | +10.8% |
| 3M | +14.4% | -1.4% | +15.8% | +14.9% |
| 6M | +15.2% | +5.5% | +9.7% | +11.3% |
| YTD | +79.4% | +12.8% | +66.6% | +66.5% |
| 1Y | +54.9% | +15.4% | +39.5% | +41.1% |
| All | +54.9% | +15.2% | +39.7% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling