+128.9%
FPA vs VT
+322.6%
-193.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +0.7% |
| 7D | -1.4% | -4.2% | +2.8% | +2.5% |
| 30D | -13.7% | -5.8% | -7.9% | -8.9% |
| 3M | -8.0% | -5.2% | -2.7% | -3.2% |
| 6M | -15.5% | +0.1% | -15.6% | -14.7% |
| YTD | +19.6% | +8.2% | +11.3% | +13.1% |
| 1Y | +18.2% | +10.1% | +8.1% | +10.2% |
| 3Y | +96.9% | +69.7% | +27.2% | +26.8% |
| 5Y | +66.9% | +53.4% | +13.6% | +16.5% |
| 10Y | +119.1% | +219.2% | -100.1% | -19.1% |
| All | +128.9% | +322.6% | -193.7% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling