-4.7%
FPX vs VT
+10.7%
-15.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | -0.2% |
| 7D | -9.5% | -4.2% | -5.3% | -3.7% |
| 30D | -13.5% | -5.8% | -7.7% | -5.5% |
| 3M | -13.7% | -5.2% | -8.4% | -6.5% |
| 6M | -16.4% | +0.1% | -16.6% | -16.2% |
| YTD | -3.6% | +8.2% | -11.9% | -14.7% |
| 1Y | -4.7% | +10.1% | -14.8% | -18.3% |
| All | -4.7% | +10.7% | -15.4% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling