+6.9%
FPS vs VTEB
-2.1%
+8.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -1.6% |
| 7D | +5.3% | -0.7% | +6.0% | +8.8% |
| 30D | -17.6% | -2.1% | -15.5% | -9.4% |
| 3M | -45.8% | -2.7% | -43.1% | -38.3% |
| 6M | -10.1% | -2.1% | -8.0% | +2.9% |
| All | +6.9% | -2.1% | +8.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling