+24.3%
FOA vs VT
+75.0%
-50.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.8% | +0.4% | -5.3% | -5.4% |
| 30D | -22.9% | +1.0% | -23.9% | -23.9% |
| 3M | -15.0% | +2.4% | -17.3% | -17.8% |
| 6M | -6.0% | +12.0% | -18.0% | -18.9% |
| YTD | -29.1% | +15.3% | -44.5% | -41.1% |
| 1Y | -38.3% | +22.6% | -60.9% | -52.6% |
| All | +24.3% | +75.0% | -50.6% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling