-71.5%
FPH vs VT
+175.6%
-247.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -2.7% |
| 7D | +1.9% | -4.2% | +6.1% | +6.9% |
| 30D | -8.5% | -5.8% | -2.7% | -2.3% |
| 3M | -17.1% | -5.2% | -11.8% | -12.0% |
| 6M | -13.0% | +0.1% | -13.1% | -13.7% |
| YTD | -23.4% | +8.2% | -31.7% | -30.5% |
| 1Y | -29.3% | +10.1% | -39.4% | -37.1% |
| 3Y | +62.7% | +69.7% | -6.9% | -12.8% |
| 5Y | -41.9% | +53.4% | -95.3% | -64.9% |
| All | -71.5% | +175.6% | -247.2% | -91.8% |
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