+715.6%
FPX vs VT
+363.9%
+351.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.8% |
| 7D | -3.2% | -0.3% | -2.9% | -2.9% |
| 30D | -8.1% | -1.4% | -6.7% | -6.9% |
| 3M | -9.4% | -1.4% | -8.0% | -8.1% |
| 6M | -9.2% | +5.5% | -14.7% | -13.2% |
| YTD | +2.7% | +12.8% | -10.2% | -7.5% |
| 1Y | +3.1% | +15.4% | -12.4% | -8.9% |
| 3Y | +105.6% | +76.9% | +28.7% | +27.1% |
| 5Y | +28.3% | +60.4% | -32.1% | -12.1% |
| 10Y | +246.7% | +232.8% | +13.9% | +35.5% |
| All | +715.6% | +363.9% | +351.7% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling