+89.6%
FFIN vs VT
+223.7%
-134.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.5% | -1.5% |
| 7D | -2.2% | +0.4% | -2.5% | -2.7% |
| 30D | 0.0% | -2.6% | +2.6% | +2.5% |
| 3M | -10.7% | -3.2% | -7.4% | -7.9% |
| 6M | -3.4% | +0.9% | -4.3% | -5.2% |
| YTD | +5.0% | +11.3% | -6.3% | -7.5% |
| 1Y | +0.7% | +14.0% | -13.3% | -13.7% |
| 3Y | +34.7% | +75.8% | -41.2% | -27.2% |
| 5Y | -36.2% | +57.8% | -94.0% | -61.1% |
| 10Y | +89.6% | +219.8% | -130.2% | -46.3% |
| All | +89.6% | +223.7% | -134.1% | -46.3% |
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