+558.0%
FFA vs VT
+345.0%
+213.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | +0.7% |
| 7D | -2.3% | -4.2% | +1.8% | +1.2% |
| 30D | -2.4% | -5.8% | +3.4% | +2.5% |
| 3M | -4.7% | -5.2% | +0.6% | -0.3% |
| 6M | +1.2% | +0.1% | +1.1% | +0.8% |
| YTD | +4.1% | +8.2% | -4.1% | -2.9% |
| 1Y | +6.7% | +10.1% | -3.4% | -2.0% |
| 3Y | +57.3% | +69.7% | -12.4% | +0.3% |
| 5Y | +45.0% | +53.4% | -8.3% | +0.5% |
| 10Y | +255.5% | +219.2% | +36.3% | +34.9% |
| All | +558.0% | +345.0% | +213.0% | +70.5% |
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 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