-100.0%
FFAI vs VT
+110.7%
-210.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +0.2% |
| 7D | -13.9% | -0.3% | -13.6% | -13.0% |
| 30D | -64.6% | -1.4% | -63.2% | -63.6% |
| 3M | -91.9% | -1.4% | -90.5% | -91.6% |
| 6M | -99.3% | +5.5% | -104.8% | -99.4% |
| YTD | -99.7% | +12.8% | -112.6% | -99.8% |
| 1Y | -99.8% | +15.4% | -115.2% | -99.8% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +110.7% | -210.7% | -100.0% |
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