+30.8%
FPI vs VT
+215.5%
-184.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +4.4% | -2.3% | +6.7% | +6.1% |
| 30D | -15.1% | -5.0% | -10.1% | -11.9% |
| 3M | -10.8% | -4.9% | -5.9% | -7.6% |
| 6M | -16.2% | -1.5% | -14.6% | -15.7% |
| YTD | -6.3% | +8.5% | -14.8% | -12.4% |
| 1Y | -4.7% | +11.4% | -16.1% | -12.8% |
| 3Y | -3.4% | +70.1% | -73.5% | -36.6% |
| 5Y | -9.1% | +53.7% | -62.8% | -35.9% |
| All | +30.8% | +215.5% | -184.8% | -44.2% |
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