+17.9%
FAAR vs VT
+10.5%
+7.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.7% | -2.3% | +0.7% | -2.0% |
| 30D | -1.4% | -5.0% | +3.6% | -2.1% |
| 3M | +3.9% | -4.9% | +8.8% | +3.2% |
| 6M | -3.9% | -1.5% | -2.4% | -3.9% |
| YTD | +19.5% | +8.5% | +11.0% | +21.4% |
| 1Y | +17.9% | +11.4% | +6.6% | +19.3% |
| All | +17.9% | +10.5% | +7.4% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling