+54.3%
FAAR vs VT
+250.8%
-196.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.7% | +0.4% | +2.2% | +2.6% |
| 30D | +2.7% | +1.0% | +1.8% | +2.7% |
| 3M | -6.3% | +2.4% | -8.7% | -6.4% |
| 6M | -1.0% | +12.0% | -13.0% | -1.5% |
| YTD | +17.3% | +15.3% | +1.9% | +16.4% |
| 1Y | +17.0% | +22.6% | -5.6% | +15.7% |
| 3Y | +28.1% | +74.7% | -46.6% | +24.7% |
| 5Y | +44.0% | +66.1% | -22.1% | +40.6% |
| 10Y | +57.9% | +225.0% | -167.1% | +52.2% |
| All | +54.3% | +250.8% | -196.4% | +49.1% |
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