+1,405.8%
FAS vs VT
+681.8%
+724.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.3% | +0.4% | -0.8% | -1.7% |
| 30D | -0.9% | +1.0% | -1.8% | -4.1% |
| 3M | +34.1% | +2.4% | +31.7% | +20.6% |
| 6M | +35.9% | +12.0% | +23.9% | -10.8% |
| YTD | +9.1% | +15.3% | -6.2% | -34.9% |
| 1Y | +10.2% | +22.6% | -12.4% | -46.5% |
| 3Y | +203.0% | +74.7% | +128.3% | -52.2% |
| 5Y | +71.7% | +66.1% | +5.5% | -61.1% |
| 10Y | +595.9% | +225.0% | +370.9% | -72.3% |
| All | +1,405.8% | +681.8% | +724.0% | -94.4% |
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