+79.6%
FPE vs VT
+294.5%
-215.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.5% |
| 7D | +0.3% | -4.2% | +4.5% | +1.5% |
| 30D | 0.0% | -5.8% | +5.8% | +1.7% |
| 3M | -3.2% | -5.2% | +2.0% | -1.7% |
| 6M | -3.0% | +0.1% | -3.2% | -3.2% |
| YTD | -1.9% | +8.2% | -10.2% | -4.5% |
| 1Y | -1.4% | +10.1% | -11.5% | -4.5% |
| 3Y | +26.5% | +69.7% | -43.1% | +6.8% |
| 5Y | +10.6% | +53.4% | -42.8% | -4.4% |
| 10Y | +53.0% | +219.2% | -166.2% | +6.5% |
| All | +79.6% | +294.5% | -215.0% | +19.2% |
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