+80.6%
FJP vs VT
+223.7%
-143.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.5% | +1.2% |
| 7D | -3.6% | +0.4% | -4.0% | -3.8% |
| 30D | -10.4% | -2.6% | -7.8% | -8.5% |
| 3M | -8.9% | -3.2% | -5.7% | -6.5% |
| 6M | -9.5% | +0.9% | -10.4% | -9.8% |
| YTD | +6.1% | +11.3% | -5.3% | -1.6% |
| 1Y | +8.0% | +14.0% | -6.0% | -1.5% |
| 3Y | +61.0% | +75.8% | -14.9% | +7.4% |
| 5Y | +56.3% | +57.8% | -1.5% | +11.9% |
| 10Y | +80.6% | +219.8% | -139.2% | -26.2% |
| All | +80.6% | +223.7% | -143.1% | -26.2% |
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