-86.8%
FOA vs VT
+134.6%
-221.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +21.3% | -2.3% | +23.7% | +23.1% |
| 30D | -1.8% | -5.0% | +3.2% | +1.4% |
| 3M | -42.2% | -4.9% | -37.3% | -40.3% |
| 6M | -39.4% | -1.5% | -37.8% | -38.8% |
| YTD | -47.4% | +8.5% | -55.9% | -50.0% |
| 1Y | -42.0% | +11.4% | -53.4% | -45.9% |
| 3Y | +29.2% | +70.1% | -40.9% | -4.3% |
| 5Y | -75.5% | +53.7% | -129.2% | -81.7% |
| All | -86.8% | +134.6% | -221.5% | -90.6% |
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