-68.4%
FATE vs VT
+275.1%
-343.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.7% | -0.3% |
| 7D | -3.7% | -0.3% | -3.4% | -3.2% |
| 30D | -14.0% | -1.4% | -12.6% | -11.8% |
| 3M | -18.7% | -1.4% | -17.3% | -16.6% |
| 6M | +16.1% | +5.5% | +10.6% | +7.6% |
| YTD | +113.3% | +12.8% | +100.4% | +79.5% |
| 1Y | +75.6% | +15.4% | +60.2% | +42.8% |
| 3Y | -12.6% | +76.9% | -89.4% | -62.5% |
| 5Y | -96.5% | +60.4% | -156.9% | -98.2% |
| 10Y | +7.2% | +232.8% | -225.6% | -74.0% |
| All | -68.4% | +275.1% | -343.5% | -92.3% |
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