-20.9%
FF price history and return analytics
+224.4%
-245.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.1% | -11.1% | -11.0% |
| 7D | -50.0% | -0.7% | -49.3% | -49.7% |
| 30D | -46.0% | -1.7% | -44.2% | -45.2% |
| 3M | -55.8% | -2.3% | -53.5% | -55.0% |
| 6M | -41.7% | +1.5% | -43.2% | -42.9% |
| YTD | -10.3% | +12.0% | -22.3% | -20.2% |
| 1Y | -15.3% | +12.9% | -28.2% | -25.3% |
| 3Y | -20.3% | +74.9% | -95.2% | -54.4% |
| 5Y | -46.3% | +59.9% | -106.2% | -66.7% |
| 10Y | -20.9% | +224.6% | -245.5% | -77.5% |
| All | -20.9% | +224.4% | -245.2% | -77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling