-100.0%
FAZ vs VT
+664.8%
-764.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +1.7% | -11.8% | -4.3% |
| 7D | -15.2% | -0.3% | -14.9% | -15.7% |
| 30D | -24.6% | -1.4% | -23.2% | -28.0% |
| 3M | -6.6% | -1.4% | -5.2% | -10.5% |
| 6M | -33.8% | +5.5% | -39.2% | -21.4% |
| YTD | -22.8% | +12.8% | -35.6% | +17.6% |
| 1Y | -32.3% | +15.4% | -47.7% | +12.3% |
| 3Y | -82.7% | +76.9% | -159.6% | +53.3% |
| 5Y | -81.8% | +60.4% | -142.2% | +74.6% |
| 10Y | -99.7% | +232.8% | -332.5% | +14.5% |
| All | -100.0% | +664.8% | -764.8% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling