+51.2%
FAD vs VT
+66.2%
-15.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.3% | +0.4% | -0.8% | -0.9% |
| 30D | -3.2% | +1.0% | -4.2% | -4.3% |
| 3M | -3.1% | +2.4% | -5.5% | -5.6% |
| 6M | +10.3% | +12.0% | -1.7% | -3.1% |
| YTD | +14.2% | +15.3% | -1.1% | -3.0% |
| 1Y | +18.8% | +22.6% | -3.7% | -5.7% |
| 3Y | +75.0% | +74.7% | +0.3% | -6.7% |
| All | +51.2% | +66.2% | -15.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling