+56.2%
FPE vs VT
+222.7%
-166.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.2% | +2.9% | -3.1% | -1.2% |
| 30D | +0.1% | -2.5% | +2.6% | +0.9% |
| 3M | -3.1% | -3.3% | +0.3% | -2.0% |
| 6M | -3.4% | +1.5% | -4.9% | -4.1% |
| YTD | -2.2% | +11.4% | -13.5% | -6.0% |
| 1Y | -1.9% | +11.9% | -13.8% | -5.9% |
| 3Y | +26.3% | +73.9% | -47.6% | +2.6% |
| 5Y | +10.8% | +57.9% | -47.0% | -7.2% |
| All | +56.2% | +222.7% | -166.5% | -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