-21.5%
FF price history and return analytics
+74.5%
-96.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -47.6% | +2.9% | -50.5% | -48.5% |
| 30D | -45.7% | -2.5% | -43.2% | -44.8% |
| 3M | -51.5% | -3.3% | -48.2% | -50.5% |
| 6M | -30.2% | +1.5% | -31.7% | -31.4% |
| YTD | -9.6% | +11.4% | -21.0% | -17.1% |
| 1Y | -14.7% | +11.9% | -26.6% | -22.1% |
| All | -21.5% | +74.5% | -96.0% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling