+89.0%
FALN vs VT
+241.9%
-152.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -0.1% | +1.0% | -1.1% | -0.5% |
| 3M | +0.8% | +2.4% | -1.6% | -0.2% |
| 6M | +1.3% | +12.0% | -10.7% | -3.1% |
| YTD | +2.5% | +15.3% | -12.8% | -3.1% |
| 1Y | +4.6% | +22.6% | -17.9% | -3.4% |
| 3Y | +27.8% | +74.7% | -46.9% | +2.3% |
| 5Y | +17.5% | +66.1% | -48.6% | -5.0% |
| 10Y | +76.9% | +225.0% | -148.1% | +5.6% |
| All | +89.0% | +241.9% | -152.9% | +10.2% |
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