-32.3%
FAZ vs VT
+15.2%
-47.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +1.7% | -11.8% | -7.5% |
| 7D | -15.2% | -0.3% | -14.9% | -15.2% |
| 30D | -24.6% | -1.4% | -23.2% | -25.9% |
| 3M | -6.6% | -1.4% | -5.2% | -7.8% |
| 6M | -33.8% | +5.5% | -39.2% | -26.1% |
| YTD | -22.8% | +12.8% | -35.6% | +1.4% |
| 1Y | -32.3% | +15.4% | -47.7% | -5.6% |
| All | -32.3% | +15.2% | -47.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling