+491.0%
FFIN vs VT
+345.0%
+146.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +1.5% |
| 7D | -0.2% | -4.2% | +3.9% | +3.8% |
| 30D | -3.9% | -5.8% | +1.9% | +1.6% |
| 3M | -12.5% | -5.2% | -7.3% | -8.2% |
| 6M | -3.5% | +0.1% | -3.6% | -4.4% |
| YTD | +4.8% | +8.2% | -3.5% | -4.0% |
| 1Y | +0.8% | +10.1% | -9.3% | -9.1% |
| 3Y | +26.7% | +69.7% | -43.0% | -24.1% |
| 5Y | -36.3% | +53.4% | -89.7% | -58.1% |
| 10Y | +106.9% | +219.2% | -112.3% | -29.7% |
| All | +491.0% | +345.0% | +146.0% | +47.9% |
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