-71.7%
FPH vs VT
+176.3%
-247.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +1.9% | -2.3% | +4.2% | +4.7% |
| 30D | -6.2% | -5.0% | -1.2% | -0.8% |
| 3M | -17.3% | -4.9% | -12.4% | -12.7% |
| 6M | -14.1% | -1.5% | -12.6% | -13.2% |
| YTD | -23.8% | +8.5% | -32.3% | -31.0% |
| 1Y | -27.3% | +11.4% | -38.7% | -36.2% |
| 3Y | +65.8% | +70.1% | -4.3% | -11.4% |
| 5Y | -42.2% | +53.7% | -95.9% | -65.2% |
| All | -71.7% | +176.3% | -247.9% | -91.9% |
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 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