+255.7%
FPX vs VT
+224.5%
+31.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +1.7% | +0.4% | +1.2% | +1.1% |
| 30D | +0.5% | +1.0% | -0.5% | -0.6% |
| 3M | -4.9% | +2.4% | -7.3% | -7.2% |
| 6M | +10.0% | +12.0% | -2.0% | -3.5% |
| YTD | +12.2% | +15.3% | -3.1% | -4.9% |
| 1Y | +22.5% | +22.6% | -0.1% | -3.1% |
| 3Y | +108.2% | +74.7% | +33.5% | +12.1% |
| 5Y | +42.7% | +66.1% | -23.4% | -17.6% |
| All | +255.7% | +224.5% | +31.2% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling