-97.0%
FATE vs VT
+53.2%
-150.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -4.1% | -7.4% | -3.6% |
| 7D | -14.7% | -4.2% | -10.6% | -6.9% |
| 30D | -19.2% | -5.8% | -13.4% | -8.7% |
| 3M | -28.8% | -5.2% | -23.6% | -20.4% |
| 6M | -21.6% | +0.1% | -21.7% | -21.2% |
| YTD | +88.8% | +8.2% | +80.5% | +65.6% |
| 1Y | +69.7% | +10.1% | +59.6% | +44.3% |
| 3Y | -22.6% | +69.7% | -92.3% | -71.8% |
| 5Y | -97.0% | +53.4% | -150.4% | -98.6% |
| All | -97.0% | +53.2% | -150.2% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling