+106.5%
FPF vs VT
+299.8%
-193.3%
-53.8%
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 | -1.2% | +0.4% | -1.7% | -1.5% |
| 30D | -0.1% | +1.0% | -1.1% | -0.7% |
| 3M | -0.4% | +2.4% | -2.8% | -2.0% |
| 6M | -2.8% | +12.0% | -14.8% | -9.6% |
| YTD | -0.5% | +15.3% | -15.9% | -9.3% |
| 1Y | +0.2% | +22.6% | -22.4% | -12.2% |
| 3Y | +51.8% | +74.7% | -22.9% | +5.3% |
| 5Y | +2.7% | +66.1% | -63.5% | -27.0% |
| 10Y | +65.7% | +225.0% | -159.3% | -21.7% |
| All | +106.5% | +299.8% | -193.3% | -5.3% |
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