+162.4%
FF vs VT
+350.7%
-188.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | -1.6% | -0.8% | -0.8% |
| 30D | +10.3% | -2.5% | +12.8% | +13.0% |
| 3M | +16.3% | -1.3% | +17.6% | +17.4% |
| 6M | +17.3% | +3.1% | +14.2% | +12.8% |
| YTD | +81.7% | +10.9% | +70.7% | +61.4% |
| 1Y | +52.4% | +12.1% | +40.3% | +33.9% |
| 3Y | +39.2% | +73.9% | -34.7% | -23.8% |
| 5Y | +26.9% | +58.0% | -31.1% | -23.6% |
| 10Y | +87.1% | +225.5% | -138.4% | -50.1% |
| All | +162.4% | +350.7% | -188.3% | -56.2% |
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