-88.7%
FOA vs VT
+140.8%
-229.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.4% |
| 7D | -14.7% | +2.9% | -17.6% | -16.4% |
| 30D | -6.9% | -2.5% | -4.4% | -5.5% |
| 3M | -50.3% | -3.3% | -46.9% | -49.2% |
| 6M | -45.1% | +1.5% | -46.6% | -45.7% |
| YTD | -54.8% | +11.4% | -66.2% | -57.8% |
| 1Y | -52.5% | +11.9% | -64.4% | -55.8% |
| 3Y | +38.3% | +73.9% | -35.6% | +0.8% |
| 5Y | -81.1% | +57.9% | -139.0% | -86.2% |
| All | -88.7% | +140.8% | -229.6% | -92.0% |
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