-6.0%
FAX vs VT
+58.5%
-64.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -0.4% | +2.9% | -3.3% | -1.7% |
| 30D | +0.3% | -2.5% | +2.8% | +1.4% |
| 3M | -9.7% | -3.3% | -6.4% | -8.4% |
| 6M | -8.9% | +1.5% | -10.4% | -9.6% |
| YTD | -7.5% | +11.4% | -18.9% | -12.2% |
| 1Y | -5.9% | +11.9% | -17.8% | -10.9% |
| 3Y | +22.0% | +73.9% | -51.9% | -6.5% |
| 5Y | -6.0% | +57.9% | -63.9% | -27.5% |
| All | -6.0% | +58.5% | -64.6% | -27.5% |
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 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