+112.7%
FOR vs VT
+226.2%
-113.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -10.5% | -1.6% | -8.9% | -8.9% |
| 30D | -8.7% | -2.5% | -6.2% | -6.2% |
| 3M | -18.7% | -1.3% | -17.4% | -17.5% |
| 6M | -14.5% | +3.1% | -17.6% | -17.6% |
| YTD | -4.6% | +10.9% | -15.5% | -15.2% |
| 1Y | -8.3% | +12.1% | -20.4% | -19.4% |
| 3Y | -11.2% | +73.9% | -85.1% | -51.4% |
| 5Y | +13.3% | +58.0% | -44.7% | -30.9% |
| All | +112.7% | +226.2% | -113.6% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling