+142.4%
FAF vs VT
+215.5%
-73.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -2.0% |
| 7D | +5.0% | -2.3% | +7.3% | +7.1% |
| 30D | +9.3% | -5.0% | +14.3% | +14.3% |
| 3M | -10.0% | -4.9% | -5.1% | -5.9% |
| 6M | -2.5% | -1.5% | -1.0% | -2.0% |
| YTD | +11.9% | +8.5% | +3.4% | +2.1% |
| 1Y | +14.0% | +11.4% | +2.6% | +1.3% |
| 3Y | +36.6% | +70.1% | -33.5% | -20.8% |
| 5Y | +5.9% | +53.7% | -47.9% | -32.2% |
| All | +142.4% | +215.5% | -73.1% | -19.7% |
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