-85.2%
FOFO vs VT
+12.9%
-98.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -4.1% | +15.0% | +12.6% |
| 7D | -4.2% | -4.2% | 0.0% | -2.6% |
| 30D | -9.4% | -5.8% | -3.6% | -7.0% |
| 3M | -29.6% | -5.2% | -24.4% | -28.0% |
| 6M | -27.7% | +0.1% | -27.8% | -28.3% |
| YTD | -81.1% | +8.2% | -89.3% | -82.8% |
| 1Y | -79.3% | +10.1% | -89.5% | -80.9% |
| All | -85.2% | +12.9% | -98.1% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling