-100.0%
FAMI vs VT
+145.6%
-245.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -0.3% | -14.5% | -14.6% |
| 7D | +13.6% | +2.4% | +11.2% | +11.7% |
| 30D | -7.1% | -1.5% | -5.6% | -5.8% |
| 3M | -21.4% | -4.1% | -17.3% | -18.8% |
| 6M | -93.0% | +0.6% | -93.6% | -93.2% |
| YTD | -92.0% | +11.0% | -103.0% | -92.7% |
| 1Y | -93.4% | +13.3% | -106.8% | -94.1% |
| 3Y | -99.3% | +73.4% | -172.7% | -99.5% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +145.6% | -245.6% | -100.0% |
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