-36.8%
FF price history and return analytics
+57.5%
-94.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.5% | -0.5% | -38.0% | -38.1% |
| 7D | -45.2% | -0.1% | -45.0% | -45.1% |
| 30D | -40.2% | -3.1% | -37.2% | -38.7% |
| 3M | -39.4% | -3.5% | -35.9% | -37.7% |
| 6M | -36.1% | +0.5% | -36.5% | -36.7% |
| YTD | -0.4% | +10.8% | -11.2% | -9.6% |
| 1Y | -16.6% | +11.9% | -28.5% | -25.1% |
| 3Y | -11.5% | +73.0% | -84.5% | -47.4% |
| 5Y | -36.8% | +58.6% | -95.5% | -61.6% |
| All | -36.8% | +57.5% | -94.4% | -61.6% |
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