+86.9%
FPF vs VT
+275.2%
-188.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +1.2% |
| 7D | -0.4% | -4.2% | +3.7% | +2.1% |
| 30D | +0.2% | -5.8% | +6.0% | +3.8% |
| 3M | -9.5% | -5.2% | -4.3% | -6.6% |
| 6M | -10.8% | +0.1% | -10.9% | -11.1% |
| YTD | -9.9% | +8.2% | -18.2% | -14.7% |
| 1Y | -9.3% | +10.1% | -19.4% | -15.0% |
| 3Y | +36.7% | +69.7% | -32.9% | -3.6% |
| 5Y | -5.4% | +53.4% | -58.8% | -29.3% |
| 10Y | +56.0% | +219.2% | -163.2% | -24.2% |
| All | +86.9% | +275.2% | -188.2% | -10.9% |
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 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