-23.7%
FPS vs VFC
+0.8%
-24.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -0.8% |
| 7D | +13.6% | +1.6% | +11.9% | +13.3% |
| 30D | -32.4% | +25.5% | -57.8% | -35.3% |
| 3M | -41.1% | +41.3% | -82.4% | -45.9% |
| 6M | -51.4% | +22.2% | -73.6% | -53.9% |
| All | -23.7% | +0.8% | -24.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling