-86.9%
FOA vs VT
+140.7%
-227.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -2.5% |
| 7D | +15.5% | +0.4% | +15.2% | +15.0% |
| 30D | -1.3% | -2.6% | +1.3% | +0.2% |
| 3M | -42.8% | -3.2% | -39.6% | -41.6% |
| 6M | -41.1% | +0.9% | -42.1% | -41.6% |
| YTD | -47.7% | +11.3% | -59.1% | -51.2% |
| 1Y | -43.3% | +14.0% | -57.3% | -47.9% |
| 3Y | +62.2% | +75.8% | -13.7% | +17.5% |
| 5Y | -77.3% | +57.8% | -135.2% | -83.4% |
| All | -86.9% | +140.7% | -227.7% | -90.8% |
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