-15.8%
F price history and return analytics
+53.4%
-69.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.0% |
| 7D | +1.6% | -2.3% | +3.9% | +4.5% |
| 30D | +2.6% | -5.0% | +7.6% | +9.5% |
| 3M | -8.8% | -4.9% | -3.9% | -2.8% |
| 6M | +4.6% | -1.5% | +6.2% | +6.3% |
| YTD | -1.9% | +8.5% | -10.4% | -12.6% |
| 1Y | -0.8% | +11.4% | -12.1% | -14.7% |
| 3Y | +43.5% | +70.1% | -26.6% | -33.9% |
| All | -15.8% | +53.4% | -69.2% | -53.4% |
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