+30.4%
FF vs VT
+57.9%
-27.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | -1.6% | -0.8% | -1.1% |
| 30D | +10.3% | -2.5% | +12.8% | +12.5% |
| 3M | +16.3% | -1.3% | +17.6% | +17.1% |
| 6M | +17.3% | +3.1% | +14.2% | +13.5% |
| YTD | +81.7% | +10.9% | +70.7% | +64.7% |
| 1Y | +52.4% | +12.1% | +40.3% | +36.9% |
| 3Y | +39.2% | +73.9% | -34.7% | -17.1% |
| All | +30.4% | +57.9% | -27.5% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling