-82.3%
FOA vs VT
+149.5%
-231.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.8% | +0.4% | -5.3% | -5.1% |
| 30D | -22.9% | +1.0% | -23.9% | -23.4% |
| 3M | -15.0% | +2.4% | -17.3% | -16.4% |
| 6M | -6.0% | +12.0% | -18.0% | -12.7% |
| YTD | -29.1% | +15.3% | -44.5% | -35.3% |
| 1Y | -38.3% | +22.6% | -60.9% | -45.8% |
| 3Y | +20.0% | +74.7% | -54.7% | -13.1% |
| 5Y | -69.6% | +66.1% | -135.7% | -78.3% |
| All | -82.3% | +149.5% | -231.7% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling