-70.5%
FPH vs VT
+183.4%
-253.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +1.4% |
| 7D | +4.2% | +0.4% | +3.9% | +4.0% |
| 30D | -0.9% | -2.6% | +1.7% | +2.1% |
| 3M | -14.9% | -3.2% | -11.7% | -11.8% |
| 6M | -10.3% | +0.9% | -11.2% | -11.7% |
| YTD | -20.6% | +11.3% | -31.9% | -30.1% |
| 1Y | -24.4% | +14.0% | -38.4% | -35.3% |
| 3Y | +79.0% | +75.8% | +3.2% | -7.8% |
| 5Y | -37.2% | +57.8% | -95.0% | -63.2% |
| All | -70.5% | +183.4% | -253.9% | -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