+84.1%
FPE vs VT
+320.4%
-236.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -0.7% | +1.0% | -1.7% | -1.0% |
| 3M | -0.4% | +2.4% | -2.8% | -1.2% |
| 6M | -0.6% | +12.0% | -12.6% | -4.1% |
| YTD | +0.6% | +15.3% | -14.8% | -3.8% |
| 1Y | +3.3% | +22.6% | -19.3% | -3.1% |
| 3Y | +30.1% | +74.7% | -44.6% | +8.9% |
| 5Y | +13.4% | +66.1% | -52.7% | -4.3% |
| 10Y | +56.1% | +225.0% | -168.9% | +7.1% |
| All | +84.1% | +320.4% | -236.3% | +20.0% |
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