+20.4%
FA vs VT
+67.5%
-47.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -7.7% | +2.9% | -10.5% | -10.2% |
| 30D | +11.0% | -2.5% | +13.5% | +13.3% |
| 3M | +1.8% | -3.3% | +5.1% | +4.8% |
| 6M | +37.3% | +1.5% | +35.7% | +33.2% |
| YTD | +47.0% | +11.4% | +35.6% | +27.9% |
| 1Y | +60.0% | +11.9% | +48.1% | +38.6% |
| 3Y | +56.7% | +73.9% | -17.2% | -17.6% |
| 5Y | +18.5% | +57.9% | -39.4% | -27.7% |
| All | +20.4% | +67.5% | -47.1% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling