+86.1%
FJP vs VT
+222.7%
-136.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | +4.0% | +2.9% | +1.2% | +1.8% |
| 30D | -9.0% | -2.5% | -6.5% | -7.1% |
| 3M | -8.1% | -3.3% | -4.8% | -5.6% |
| 6M | -10.7% | +1.5% | -12.2% | -11.4% |
| YTD | +7.0% | +11.4% | -4.4% | -0.7% |
| 1Y | +8.0% | +11.9% | -3.9% | -0.1% |
| 3Y | +60.0% | +73.9% | -13.9% | +7.6% |
| 5Y | +57.2% | +57.9% | -0.7% | +12.5% |
| All | +86.1% | +222.7% | -136.6% | -23.7% |
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 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