-45.6%
FIAT vs VT
+43.7%
-89.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +1.9% |
| 7D | -0.7% | +1.0% | -1.8% | +1.3% |
| 30D | -13.3% | -0.2% | -13.1% | -13.3% |
| 3M | -10.5% | +4.5% | -15.1% | -1.5% |
| 6M | -2.3% | +14.1% | -16.4% | +29.2% |
| YTD | +1.3% | +14.8% | -13.5% | +37.5% |
| 1Y | +16.6% | +21.2% | -4.6% | +77.7% |
| All | -45.6% | +43.7% | -89.4% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling