+17.6%
FPI vs VT
+251.0%
-233.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.4% |
| 7D | -11.5% | -0.3% | -11.2% | -11.3% |
| 30D | -19.6% | -1.4% | -18.2% | -18.9% |
| 3M | -8.1% | -1.4% | -6.7% | -7.3% |
| 6M | -14.1% | +5.5% | -19.6% | -17.5% |
| YTD | -5.3% | +12.8% | -18.2% | -13.2% |
| 1Y | -5.3% | +15.4% | -20.8% | -14.7% |
| 3Y | -2.1% | +76.9% | -79.0% | -34.7% |
| 5Y | -3.6% | +60.4% | -64.0% | -31.7% |
| 10Y | +33.0% | +232.8% | -199.8% | -36.8% |
| All | +17.6% | +251.0% | -233.3% | -43.6% |
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