-86.3%
FOFO vs VT
+13.3%
-99.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.8% | -4.7% |
| 7D | -19.5% | -1.6% | -17.9% | -18.8% |
| 30D | -23.0% | -2.5% | -20.5% | -22.1% |
| 3M | -36.4% | -1.3% | -35.1% | -36.0% |
| 6M | -46.3% | +3.1% | -49.4% | -46.8% |
| YTD | -83.4% | +10.9% | -94.3% | -84.1% |
| All | -86.3% | +13.3% | -99.6% | -86.0% |
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