+539.8%
FFIN vs VT
+374.2%
+165.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | -5.3% | +1.0% | -6.3% | -6.2% |
| 3M | +4.1% | +2.4% | +1.7% | +1.2% |
| 6M | +11.2% | +12.0% | -0.8% | -1.0% |
| YTD | +13.4% | +15.3% | -1.9% | -1.9% |
| 1Y | -8.0% | +22.6% | -30.6% | -25.0% |
| 3Y | +22.0% | +74.7% | -52.6% | -28.6% |
| 5Y | -21.0% | +66.1% | -87.1% | -51.7% |
| 10Y | +119.2% | +225.0% | -105.8% | -26.8% |
| All | +539.8% | +374.2% | +165.7% | +51.1% |
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