-12.5%
F price history and return analytics
+57.5%
-70.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.1% |
| 7D | +1.0% | -0.1% | +1.1% | +0.9% |
| 30D | +2.1% | -3.1% | +5.2% | +6.1% |
| 3M | -10.3% | -3.5% | -6.8% | -6.2% |
| 6M | +3.3% | +0.5% | +2.8% | +2.1% |
| YTD | -2.0% | +10.8% | -12.8% | -15.1% |
| 1Y | -2.3% | +11.9% | -14.2% | -16.5% |
| 3Y | +49.9% | +73.0% | -23.1% | -32.4% |
| 5Y | -12.5% | +58.6% | -71.1% | -53.7% |
| All | -12.5% | +57.5% | -70.0% | -53.7% |
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