-88.0%
FOA vs VT
+139.6%
-227.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.6% |
| 7D | +10.6% | -0.1% | +10.8% | +10.5% |
| 30D | -9.1% | -3.1% | -6.1% | -7.4% |
| 3M | -46.6% | -3.5% | -43.1% | -45.4% |
| 6M | -45.8% | +0.5% | -46.3% | -46.1% |
| YTD | -51.9% | +10.8% | -62.7% | -54.9% |
| 1Y | -49.5% | +11.9% | -61.4% | -53.0% |
| 3Y | +47.3% | +73.0% | -25.7% | +7.8% |
| 5Y | -79.9% | +58.6% | -138.6% | -85.3% |
| All | -88.0% | +139.6% | -227.6% | -91.5% |
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