-80.3%
FAZ vs VT
+53.2%
-133.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.1% | +12.0% | -2.8% |
| 7D | -4.2% | -4.2% | 0.0% | -13.6% |
| 30D | -18.0% | -5.8% | -12.2% | -29.5% |
| 3M | +1.7% | -5.2% | +6.9% | -10.9% |
| 6M | -28.8% | +0.1% | -28.9% | -27.8% |
| YTD | -16.6% | +8.2% | -24.9% | +7.7% |
| 1Y | -26.3% | +10.1% | -36.4% | +0.9% |
| 3Y | -81.4% | +69.7% | -151.0% | +11.7% |
| 5Y | -80.3% | +53.4% | -133.7% | +31.0% |
| All | -80.3% | +53.2% | -133.5% | +31.0% |
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 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