-64.8%
FATN vs VT
+43.6%
-108.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.1% | -6.3% | -7.7% |
| 7D | -13.8% | -4.2% | -9.6% | -11.1% |
| 30D | -12.8% | -5.8% | -7.0% | -9.1% |
| 3M | -30.9% | -5.2% | -25.6% | -28.2% |
| 6M | +36.4% | +0.1% | +36.3% | +38.9% |
| YTD | +126.2% | +8.2% | +118.0% | +123.5% |
| 1Y | +26.9% | +10.1% | +16.8% | +26.1% |
| All | -64.8% | +43.6% | -108.5% | -33.5% |
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 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