-34.3%
FIAT vs VT
+35.6%
-69.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.1% | +14.1% | +2.1% |
| 7D | +13.1% | -4.2% | +17.3% | +5.1% |
| 30D | +27.6% | -5.8% | +33.4% | +15.1% |
| 3M | +2.8% | -5.2% | +8.1% | -5.5% |
| 6M | +23.1% | +0.1% | +22.9% | +26.9% |
| YTD | +22.5% | +8.2% | +14.3% | +50.5% |
| 1Y | +58.0% | +10.1% | +47.8% | +102.0% |
| All | -34.3% | +35.6% | -69.8% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling