-60.5%
FAC vs VT
+22.7%
-83.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.1% | -6.1% |
| 7D | -11.8% | -4.2% | -7.7% | -9.9% |
| 30D | -27.7% | -5.8% | -21.9% | -25.6% |
| 3M | -36.0% | -5.2% | -30.7% | -34.3% |
| 6M | -61.9% | +0.1% | -62.1% | -60.3% |
| YTD | -61.6% | +8.2% | -69.9% | -60.1% |
| 1Y | -61.0% | +10.1% | -71.1% | -59.5% |
| All | -60.5% | +22.7% | -83.2% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling