+149.0%
FJP vs VT
+345.0%
-196.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | +1.7% | +1.0% | +0.8% | +1.1% |
| 3M | +2.6% | +2.4% | +0.2% | +1.1% |
| 6M | +1.5% | +12.0% | -10.5% | -5.9% |
| YTD | +17.5% | +15.3% | +2.1% | +6.8% |
| 1Y | +23.5% | +22.6% | +1.0% | +7.8% |
| 3Y | +69.6% | +74.7% | -5.1% | +17.0% |
| 5Y | +66.3% | +66.1% | +0.1% | +17.6% |
| 10Y | +108.6% | +225.0% | -116.4% | -4.0% |
| All | +149.0% | +345.0% | -196.0% | +1.0% |
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 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