-65.8%
FATN vs VT
+47.7%
-113.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -0.1% |
| 7D | -11.0% | +0.4% | -11.4% | -10.9% |
| 30D | -14.3% | -2.6% | -11.7% | -12.6% |
| 3M | -30.1% | -3.2% | -26.9% | -28.5% |
| 6M | +41.3% | +0.9% | +40.3% | +42.5% |
| YTD | +120.3% | +11.3% | +109.0% | +113.5% |
| 1Y | +47.4% | +14.0% | +33.3% | +44.2% |
| All | -65.8% | +47.7% | -113.5% | -36.4% |
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 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