+56.4%
FPE vs VT
+220.7%
-164.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +0.8% | -3.1% | +3.9% | +1.9% |
| 3M | -2.4% | -3.5% | +1.1% | -1.2% |
| 6M | -2.7% | +0.5% | -3.2% | -3.1% |
| YTD | -1.4% | +10.8% | -12.1% | -5.1% |
| 1Y | -1.0% | +11.9% | -12.9% | -5.1% |
| 3Y | +27.4% | +73.0% | -45.6% | +3.6% |
| 5Y | +11.5% | +58.6% | -47.1% | -6.9% |
| All | +56.4% | +220.7% | -164.3% | -0.9% |
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