+250.4%
FAD vs VT
+214.8%
+35.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -0.8% |
| 7D | -7.4% | -4.2% | -3.3% | -2.8% |
| 30D | -9.4% | -5.8% | -3.6% | -3.0% |
| 3M | -11.8% | -5.2% | -6.5% | -6.1% |
| 6M | -6.9% | +0.1% | -7.1% | -6.7% |
| YTD | +4.1% | +8.2% | -4.2% | -4.3% |
| 1Y | +3.7% | +10.1% | -6.4% | -6.3% |
| 3Y | +71.0% | +69.7% | +1.3% | -3.7% |
| 5Y | +32.0% | +53.4% | -21.4% | -16.4% |
| All | +250.4% | +214.8% | +35.6% | +3.3% |
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