+68.8%
FPWR vs VT
+53.4%
+15.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.6% | -2.3% | -0.3% | -1.6% |
| 30D | +3.6% | -5.0% | +8.6% | +6.1% |
| 3M | +0.2% | -4.9% | +5.0% | +2.5% |
| 6M | -1.4% | -1.5% | +0.1% | -1.1% |
| YTD | +12.6% | +8.5% | +4.1% | +6.9% |
| 1Y | +11.7% | +11.4% | +0.4% | +4.5% |
| 3Y | +68.3% | +70.1% | -1.8% | +21.4% |
| All | +68.8% | +53.4% | +15.4% | +25.7% |
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 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 · 6 months rolling