-83.0%
FOFO price history and return analytics
+19.7%
-102.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | -15.0% | +1.0% | -16.0% | -15.6% |
| 30D | -14.3% | -0.2% | -14.1% | -14.2% |
| 3M | -38.6% | +4.5% | -43.1% | -41.3% |
| 6M | -39.0% | +14.1% | -53.0% | -46.3% |
| YTD | -78.3% | +14.8% | -93.0% | -80.8% |
| All | -83.0% | +19.7% | -102.7% | -86.2% |
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