-0.7%
FIP vs VT
+92.3%
-93.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | 0.0% | -1.6% | +1.6% | +2.6% |
| 30D | -0.6% | -2.5% | +1.9% | +3.6% |
| 3M | -21.5% | -1.3% | -20.2% | -19.5% |
| 6M | -52.6% | +3.1% | -55.7% | -54.4% |
| YTD | -40.9% | +10.9% | -51.8% | -48.8% |
| 1Y | -51.6% | +12.1% | -63.7% | -58.6% |
| 3Y | -11.2% | +73.9% | -85.1% | -57.3% |
| All | -0.7% | +92.3% | -93.1% | -59.6% |
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