+118.0%
FJP vs VT
+317.6%
-199.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -4.1% |
| 7D | -8.0% | -4.2% | -3.9% | -5.1% |
| 30D | -13.9% | -5.8% | -8.1% | -10.1% |
| 3M | -10.9% | -5.2% | -5.7% | -7.4% |
| 6M | -8.6% | +0.1% | -8.7% | -8.3% |
| YTD | +2.8% | +8.2% | -5.4% | -2.1% |
| 1Y | +5.8% | +10.1% | -4.4% | -0.5% |
| 3Y | +49.4% | +69.7% | -20.3% | +5.5% |
| 5Y | +50.4% | +53.4% | -3.0% | +12.6% |
| 10Y | +74.9% | +219.2% | -144.3% | -18.0% |
| All | +118.0% | +317.6% | -199.6% | -7.4% |
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