+26.8%
FIP vs VT
+100.0%
-73.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -4.5% | +0.4% | -4.9% | -5.2% |
| 30D | +0.8% | +1.0% | -0.2% | -0.5% |
| 3M | -20.4% | +2.4% | -22.8% | -23.1% |
| 6M | -40.6% | +12.0% | -52.6% | -49.9% |
| YTD | -24.5% | +15.3% | -39.9% | -38.8% |
| 1Y | -15.4% | +22.6% | -38.0% | -37.0% |
| 3Y | +5.9% | +74.7% | -68.8% | -50.3% |
| All | +26.8% | +100.0% | -73.2% | -51.7% |
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