+89.1%
FAUG vs VT
+126.9%
-37.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -2.4% | -3.1% | +0.7% | -0.5% |
| 3M | -0.7% | -3.5% | +2.8% | +1.5% |
| 6M | +2.6% | +0.5% | +2.2% | +2.1% |
| YTD | +7.7% | +10.8% | -3.0% | +0.6% |
| 1Y | +8.9% | +11.9% | -3.0% | +1.1% |
| 3Y | +48.7% | +73.0% | -24.3% | +4.3% |
| 5Y | +49.6% | +58.6% | -9.0% | +9.8% |
| All | +89.1% | +126.9% | -37.7% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling