+75.4%
FA vs VT
+69.4%
+6.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +6.3% |
| 7D | +10.3% | -4.2% | +14.5% | +13.9% |
| 30D | +25.1% | -5.8% | +30.9% | +31.1% |
| 3M | +12.5% | -5.2% | +17.7% | +17.3% |
| 6M | +83.0% | +0.1% | +82.9% | +79.3% |
| YTD | +59.2% | +8.2% | +51.0% | +42.6% |
| 1Y | +78.9% | +10.1% | +68.8% | +57.0% |
| All | +75.4% | +69.4% | +6.0% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling