+661.6%
FAF vs VT
+436.2%
+225.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +4.5% |
| 7D | +7.0% | -4.2% | +11.2% | +11.1% |
| 30D | +9.5% | -5.8% | +15.3% | +15.4% |
| 3M | -8.2% | -5.2% | -3.0% | -3.7% |
| 6M | +1.5% | +0.1% | +1.4% | +0.4% |
| YTD | +13.9% | +8.2% | +5.7% | +4.3% |
| 1Y | +13.0% | +10.1% | +2.9% | +1.7% |
| 3Y | +36.2% | +69.7% | -33.5% | -19.6% |
| 5Y | +7.7% | +53.4% | -45.6% | -29.8% |
| 10Y | +149.9% | +219.2% | -69.3% | -18.2% |
| All | +661.6% | +436.2% | +225.5% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling