-100.0%
FFAI vs VT
+115.3%
-215.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.2% |
| 7D | -16.3% | +0.4% | -16.7% | -17.2% |
| 30D | -61.9% | +1.0% | -62.8% | -62.6% |
| 3M | -96.3% | +2.4% | -98.7% | -96.4% |
| 6M | -97.2% | +12.0% | -109.2% | -97.7% |
| YTD | -98.8% | +15.3% | -114.1% | -99.1% |
| 1Y | -99.4% | +22.6% | -121.9% | -99.6% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +115.3% | -215.3% | -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 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