+135.3%
FAF vs VT
+224.5%
-89.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -2.3% | +0.4% | -2.8% | -2.7% |
| 30D | -3.0% | +1.0% | -4.0% | -3.8% |
| 3M | +11.3% | +2.4% | +8.9% | +8.3% |
| 6M | +6.3% | +12.0% | -5.7% | -5.3% |
| YTD | +20.4% | +15.3% | +5.0% | +4.0% |
| 1Y | +13.5% | +22.6% | -9.1% | -7.7% |
| 3Y | +27.6% | +74.7% | -47.0% | -27.3% |
| 5Y | +25.3% | +66.1% | -40.9% | -25.2% |
| All | +135.3% | +224.5% | -89.2% | -24.3% |
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