+29.5%
FPX vs VT
+57.5%
-28.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | -1.7% | -0.1% | -1.6% | -1.5% |
| 30D | -7.4% | -3.1% | -4.4% | -3.1% |
| 3M | -7.4% | -3.5% | -3.9% | -2.5% |
| 6M | -10.7% | +0.5% | -11.2% | -10.9% |
| YTD | +2.2% | +10.8% | -8.6% | -11.1% |
| 1Y | +0.6% | +11.9% | -11.3% | -13.6% |
| 3Y | +104.9% | +73.0% | +31.9% | -0.7% |
| 5Y | +29.5% | +58.6% | -29.1% | -25.0% |
| All | +29.5% | +57.5% | -28.0% | -25.0% |
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