+6.6%
FPFD vs VT
+70.1%
-63.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +0.7% | -1.4% | +2.2% | +1.0% |
| 3M | -2.1% | -1.4% | -0.7% | -1.9% |
| 6M | -2.7% | +5.5% | -8.1% | -3.6% |
| YTD | -1.5% | +12.8% | -14.3% | -3.6% |
| 1Y | -1.2% | +15.4% | -16.7% | -3.8% |
| 3Y | +20.8% | +76.9% | -56.1% | +8.6% |
| 5Y | +4.5% | +60.4% | -55.9% | -6.1% |
| All | +6.6% | +70.1% | -63.4% | -4.4% |
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