-93.7%
FPSX vs VT
-1.5%
-92.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.2% | +14.1% | +12.5% |
| 7D | -49.7% | -2.3% | -47.4% | -38.8% |
| 30D | -82.3% | -5.0% | -77.3% | -69.3% |
| 3M | -81.9% | -4.9% | -77.1% | -69.0% |
| All | -93.7% | -1.5% | -92.2% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling