+8.3%
FACT vs VT
+42.3%
-34.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.4% | +0.1% |
| 30D | +0.4% | +1.0% | -0.6% | +0.4% |
| 3M | +0.4% | +2.4% | -2.0% | +0.3% |
| 6M | +2.0% | +12.0% | -10.0% | +1.9% |
| YTD | +2.8% | +15.3% | -12.6% | +2.6% |
| 1Y | +4.1% | +22.6% | -18.5% | +3.9% |
| All | +8.3% | +42.3% | -34.0% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling