-4.0%
FPF vs VT
+60.6%
-64.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +2.0% | -1.4% | +3.5% | +2.8% |
| 3M | -8.3% | -1.4% | -6.9% | -7.6% |
| 6M | -9.7% | +5.5% | -15.2% | -12.3% |
| YTD | -8.7% | +12.8% | -21.6% | -14.5% |
| 1Y | -8.2% | +15.4% | -23.6% | -15.0% |
| 3Y | +38.6% | +76.9% | -38.3% | +0.8% |
| 5Y | -4.0% | +60.4% | -64.4% | -26.1% |
| All | -4.0% | +60.6% | -64.6% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling