-69.3%
FPH vs VT
+187.3%
-256.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.4% |
| 7D | +12.7% | -0.3% | +13.0% | +13.1% |
| 30D | +3.4% | -1.4% | +4.8% | +5.0% |
| 3M | -12.7% | -1.4% | -11.3% | -11.5% |
| 6M | -5.1% | +5.5% | -10.6% | -11.2% |
| YTD | -17.5% | +12.8% | -30.4% | -28.6% |
| 1Y | -22.3% | +15.4% | -37.7% | -34.5% |
| 3Y | +75.3% | +76.9% | -1.6% | -10.4% |
| 5Y | -38.0% | +60.4% | -98.4% | -64.4% |
| All | -69.3% | +187.3% | -256.7% | -91.6% |
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