+56.4%
FAAR vs VT
+243.1%
-186.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -0.3% | -1.4% | +1.2% | -0.2% |
| 3M | +4.6% | -1.4% | +6.0% | +4.7% |
| 6M | -6.2% | +5.5% | -11.7% | -6.5% |
| YTD | +18.9% | +12.8% | +6.0% | +18.1% |
| 1Y | +17.9% | +15.4% | +2.4% | +17.0% |
| 3Y | +35.1% | +76.9% | -41.8% | +31.5% |
| 5Y | +40.0% | +60.4% | -20.4% | +36.9% |
| 10Y | +62.0% | +232.8% | -170.8% | +56.3% |
| All | +56.4% | +243.1% | -186.7% | +51.3% |
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 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