-57.0%
FAC vs VT
+27.9%
-84.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -21.4% | -1.4% | -20.0% | -21.0% |
| 3M | -27.2% | -1.4% | -25.8% | -26.9% |
| 6M | -58.6% | +5.5% | -64.1% | -57.8% |
| YTD | -58.2% | +12.8% | -71.1% | -57.5% |
| 1Y | -57.6% | +15.4% | -73.0% | -56.8% |
| All | -57.0% | +27.9% | -84.9% | -56.2% |
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