+65.5%
FPF vs VT
+224.5%
-159.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.2% | +0.4% | -1.7% | -1.5% |
| 30D | -0.1% | +1.0% | -1.1% | -0.8% |
| 3M | -0.4% | +2.4% | -2.8% | -2.2% |
| 6M | -2.8% | +12.0% | -14.8% | -10.6% |
| YTD | -0.5% | +15.3% | -15.9% | -10.5% |
| 1Y | +0.2% | +22.6% | -22.4% | -13.9% |
| 3Y | +51.8% | +74.7% | -22.9% | -0.9% |
| 5Y | +2.7% | +66.1% | -63.5% | -30.7% |
| All | +65.5% | +224.5% | -159.0% | -37.6% |
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