-82.3%
FOFO vs VT
+20.3%
-102.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.0% | +0.4% | -6.5% | -6.4% |
| 30D | -16.2% | +1.0% | -17.1% | -16.7% |
| 3M | -64.7% | +2.4% | -67.1% | -64.6% |
| 6M | -32.1% | +12.0% | -44.1% | -39.7% |
| YTD | -77.5% | +15.3% | -92.8% | -80.1% |
| All | -82.3% | +20.3% | -102.7% | -85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling