+713.0%
FPX price history and return analytics
+357.6%
+355.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +1.9% |
| 7D | 0.0% | +0.4% | -0.3% | -0.2% |
| 30D | -7.3% | -2.6% | -4.7% | -4.8% |
| 3M | -7.8% | -3.2% | -4.5% | -4.7% |
| 6M | -10.6% | +0.9% | -11.5% | -10.9% |
| YTD | +2.3% | +11.3% | -9.0% | -6.5% |
| 1Y | +2.7% | +14.0% | -11.3% | -8.1% |
| 3Y | +109.4% | +75.8% | +33.6% | +30.4% |
| 5Y | +25.5% | +57.8% | -32.3% | -12.6% |
| 10Y | +230.8% | +219.8% | +11.0% | +33.7% |
| All | +713.0% | +357.6% | +355.4% | +161.4% |
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