+151.1%
FOF vs VT
+215.5%
-64.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -1.3% | -2.3% | +1.0% | +0.5% |
| 30D | -0.8% | -5.0% | +4.2% | +3.2% |
| 3M | -7.8% | -4.9% | -3.0% | -4.3% |
| 6M | -10.1% | -1.5% | -8.6% | -9.3% |
| YTD | -1.0% | +8.5% | -9.5% | -7.6% |
| 1Y | +2.7% | +11.4% | -8.7% | -6.2% |
| 3Y | +43.8% | +70.1% | -26.3% | -7.2% |
| 5Y | +31.6% | +53.7% | -22.2% | -8.4% |
| All | +151.1% | +215.5% | -64.4% | -6.9% |
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