+139.3%
FAN vs VT
+224.4%
-85.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | +0.1% |
| 30D | +3.1% | -1.7% | +4.9% | +4.7% |
| 3M | -3.9% | -2.3% | -1.6% | -1.9% |
| 6M | -15.3% | +1.5% | -16.8% | -16.5% |
| YTD | +12.7% | +12.0% | +0.6% | +1.5% |
| 1Y | +12.7% | +12.9% | -0.2% | +0.9% |
| 3Y | +68.1% | +74.9% | -6.8% | +0.1% |
| 5Y | +18.0% | +59.9% | -41.9% | -24.0% |
| 10Y | +139.3% | +224.6% | -85.4% | -19.5% |
| All | +139.3% | +224.4% | -85.1% | -19.5% |
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