-99.7%
FAZ vs VT
+224.5%
-324.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.2% |
| 7D | -0.2% | +0.4% | -0.6% | +1.4% |
| 30D | +0.1% | +1.0% | -0.9% | +3.1% |
| 3M | -27.5% | +2.4% | -29.9% | -22.8% |
| 6M | -31.0% | +12.0% | -43.0% | -1.8% |
| YTD | -17.9% | +15.3% | -33.3% | +29.6% |
| 1Y | -21.1% | +22.6% | -43.6% | +53.0% |
| 3Y | -80.2% | +74.7% | -154.9% | +49.5% |
| 5Y | -84.3% | +66.1% | -150.4% | +52.0% |
| All | -99.7% | +224.5% | -324.2% | -19.0% |
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