-44.3%
FF price history and return analytics
+58.5%
-102.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -47.6% | +2.9% | -50.5% | -48.8% |
| 30D | -45.7% | -2.5% | -43.2% | -44.6% |
| 3M | -51.5% | -3.3% | -48.2% | -50.3% |
| 6M | -30.2% | +1.5% | -31.7% | -31.6% |
| YTD | -9.6% | +11.4% | -21.0% | -18.5% |
| 1Y | -14.7% | +11.9% | -26.6% | -23.4% |
| 3Y | -19.7% | +73.9% | -93.6% | -52.5% |
| 5Y | -44.3% | +57.9% | -102.2% | -66.2% |
| All | -44.3% | +58.5% | -102.9% | -66.2% |
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