-22.4%
FF price history and return analytics
+221.8%
-244.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -45.5% | +2.4% | -47.8% | -46.7% |
| 30D | -46.8% | -1.5% | -45.3% | -46.1% |
| 3M | -48.8% | -4.1% | -44.7% | -47.0% |
| 6M | -28.3% | +0.6% | -28.8% | -29.2% |
| YTD | -7.4% | +11.0% | -18.5% | -17.0% |
| 1Y | -11.6% | +13.3% | -24.9% | -22.4% |
| 3Y | -19.5% | +73.4% | -92.9% | -53.6% |
| 5Y | -42.9% | +57.4% | -100.4% | -64.1% |
| All | -22.4% | +221.8% | -244.2% | -78.1% |
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