+287.8%
FOF vs VT
+345.0%
-57.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | +0.2% |
| 7D | -2.5% | -4.2% | +1.7% | +0.5% |
| 30D | -1.6% | -5.8% | +4.2% | +2.7% |
| 3M | -8.9% | -5.2% | -3.7% | -5.4% |
| 6M | -9.3% | +0.1% | -9.5% | -9.7% |
| YTD | -1.8% | +8.2% | -10.0% | -7.7% |
| 1Y | +1.6% | +10.1% | -8.5% | -5.7% |
| 3Y | +43.9% | +69.7% | -25.7% | -3.2% |
| 5Y | +30.5% | +53.4% | -22.9% | -6.2% |
| 10Y | +153.1% | +219.2% | -66.1% | +6.8% |
| All | +287.8% | +345.0% | -57.2% | +24.5% |
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