+80.3%
FPE price history and return analytics
+295.4%
-215.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.8% | -2.3% | +3.1% | +1.4% |
| 30D | +1.0% | -5.0% | +5.9% | +2.4% |
| 3M | -2.6% | -4.9% | +2.2% | -1.2% |
| 6M | -2.9% | -1.5% | -1.4% | -2.6% |
| YTD | -1.5% | +8.5% | -10.0% | -4.2% |
| 1Y | -0.8% | +11.4% | -12.2% | -4.3% |
| 3Y | +27.4% | +70.1% | -42.7% | +7.4% |
| 5Y | +11.1% | +53.7% | -42.7% | -4.0% |
| 10Y | +53.7% | +220.0% | -166.3% | +6.8% |
| All | +80.3% | +295.4% | -215.1% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling