+56.9%
FAAR vs VT
+229.2%
-172.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.5% |
| 7D | -2.1% | -4.2% | +2.1% | -1.9% |
| 30D | -1.0% | -5.8% | +4.8% | -0.8% |
| 3M | +4.5% | -5.2% | +9.7% | +4.7% |
| 6M | -5.1% | +0.1% | -5.3% | -5.2% |
| YTD | +19.3% | +8.2% | +11.0% | +18.7% |
| 1Y | +18.4% | +10.1% | +8.3% | +17.8% |
| 3Y | +35.5% | +69.7% | -34.1% | +32.2% |
| 5Y | +39.7% | +53.4% | -13.6% | +36.9% |
| 10Y | +62.6% | +219.2% | -156.7% | +57.1% |
| All | +56.9% | +229.2% | -172.2% | +52.1% |
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