+164.7%
FPA vs VT
+350.4%
-185.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.2% | +0.4% | +0.7% | +0.8% |
| 30D | +6.4% | +1.0% | +5.4% | +5.6% |
| 3M | -7.4% | +2.4% | -9.8% | -8.8% |
| 6M | +11.9% | +12.0% | -0.1% | +2.4% |
| YTD | +38.2% | +15.3% | +22.9% | +23.4% |
| 1Y | +45.5% | +22.6% | +22.9% | +23.3% |
| 3Y | +110.1% | +74.7% | +35.4% | +31.5% |
| 5Y | +78.1% | +66.1% | +11.9% | +15.5% |
| 10Y | +141.4% | +225.0% | -83.6% | -12.6% |
| All | +164.7% | +350.4% | -185.7% | -27.4% |
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