+82.8%
FALN vs VT
+220.9%
-138.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +1.1% |
| 7D | +0.1% | -4.2% | +4.3% | +1.7% |
| 30D | +0.1% | -5.8% | +5.9% | +2.3% |
| 3M | -3.4% | -5.2% | +1.9% | -1.5% |
| 6M | -2.0% | +0.1% | -2.1% | -2.2% |
| YTD | -0.8% | +8.2% | -9.1% | -4.1% |
| 1Y | +0.2% | +10.1% | -9.9% | -3.7% |
| 3Y | +23.4% | +69.7% | -46.3% | -0.3% |
| 5Y | +13.1% | +53.4% | -40.3% | -5.8% |
| 10Y | +71.3% | +219.2% | -147.9% | +2.4% |
| All | +82.8% | +220.9% | -138.1% | +9.1% |
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