-37.2%
FPS vs VT
+6.0%
-43.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -4.1% | -14.8% | -5.8% |
| 7D | -35.8% | -4.2% | -31.6% | -25.7% |
| 30D | -56.0% | -5.8% | -50.2% | -45.4% |
| 3M | -52.7% | -5.2% | -47.4% | -42.2% |
| 6M | -56.6% | +0.1% | -56.7% | -53.3% |
| All | -37.2% | +6.0% | -43.2% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling