+594.1%
FFA vs VT
+374.2%
+219.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +0.3% | +0.4% | -0.2% | -0.1% |
| 30D | +0.6% | +1.0% | -0.4% | -0.3% |
| 3M | +3.0% | +2.4% | +0.6% | +0.8% |
| 6M | +10.4% | +12.0% | -1.6% | +0.2% |
| YTD | +9.8% | +15.3% | -5.5% | -2.9% |
| 1Y | +17.2% | +22.6% | -5.4% | -1.6% |
| 3Y | +59.9% | +74.7% | -14.8% | -0.5% |
| 5Y | +54.3% | +66.1% | -11.9% | 0.0% |
| 10Y | +242.8% | +225.0% | +17.8% | +27.9% |
| All | +594.1% | +374.2% | +219.9% | +70.6% |
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 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