-86.8%
FOA vs VT
+134.1%
-220.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.1% | +11.1% | +9.8% |
| 7D | +22.3% | -4.2% | +26.5% | +25.7% |
| 30D | -1.2% | -5.8% | +4.6% | +2.6% |
| 3M | -42.4% | -5.2% | -37.1% | -40.3% |
| 6M | -35.8% | +0.1% | -35.9% | -35.9% |
| YTD | -47.0% | +8.2% | -55.2% | -49.6% |
| 1Y | -44.2% | +10.1% | -54.4% | -47.5% |
| 3Y | +21.0% | +69.7% | -48.6% | -10.2% |
| 5Y | -75.3% | +53.4% | -128.7% | -81.5% |
| All | -86.8% | +134.1% | -220.8% | -90.5% |
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 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