+9.7%
FPS vs VTEB
-2.4%
+12.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +7.1% |
| 7D | +1.5% | -0.9% | +2.4% | +6.3% |
| 30D | -16.9% | -2.5% | -14.3% | -6.4% |
| 3M | -45.3% | -3.0% | -42.4% | -36.8% |
| 6M | -10.3% | -2.1% | -8.2% | +4.7% |
| All | +9.7% | -2.4% | +12.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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