+27.0%
FAF vs VT
+66.2%
-39.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 6M | +6.3% | +12.0% | -5.7% | -4.7% |
| YTD | +20.4% | +15.3% | +5.0% | +4.7% |
| 1Y | +13.5% | +22.6% | -9.1% | -7.0% |
| 3Y | +27.6% | +74.7% | -47.0% | -27.3% |
| All | +27.0% | +66.2% | -39.2% | -26.6% |
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