-85.3%
FOFO vs VT
+13.2%
-98.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | +3.0% | -2.3% | +5.3% | +3.4% |
| 30D | -11.1% | -5.0% | -6.2% | -9.2% |
| 3M | -23.3% | -4.9% | -18.5% | -21.7% |
| 6M | -29.7% | -1.5% | -28.2% | -29.0% |
| YTD | -81.3% | +8.5% | -89.7% | -83.0% |
| 1Y | -84.6% | +11.4% | -95.9% | -85.8% |
| All | -85.3% | +13.2% | -98.5% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling