+9.3%
FIP vs VT
+87.7%
-78.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.1% | +11.0% | +13.3% |
| 7D | +2.4% | -4.2% | +6.6% | +8.7% |
| 30D | +10.1% | -5.8% | +15.9% | +20.3% |
| 3M | -13.1% | -5.2% | -7.9% | -5.5% |
| 6M | -45.4% | +0.1% | -45.5% | -45.4% |
| YTD | -34.9% | +8.2% | -43.2% | -41.8% |
| 1Y | -41.3% | +10.1% | -51.5% | -48.9% |
| 3Y | -2.2% | +69.7% | -71.8% | -51.5% |
| All | +9.3% | +87.7% | -78.3% | -54.1% |
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 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