+80.3%
FJP vs VT
+217.6%
-137.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -4.4% | -0.1% | -4.3% | -4.2% |
| 30D | -11.3% | -3.1% | -8.3% | -9.1% |
| 3M | -8.2% | -3.5% | -4.7% | -5.6% |
| 6M | -10.4% | +0.5% | -10.9% | -10.4% |
| YTD | +5.0% | +10.8% | -5.8% | -2.2% |
| 1Y | +6.2% | +11.9% | -5.7% | -1.8% |
| 3Y | +57.0% | +73.0% | -16.0% | +6.0% |
| 5Y | +57.5% | +58.6% | -1.1% | +12.4% |
| 10Y | +80.3% | +219.2% | -138.9% | -26.0% |
| All | +80.3% | +217.6% | -137.3% | -26.0% |
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