-32.3%
FIAT vs VT
+38.8%
-71.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +1.3% |
| 7D | +7.8% | -0.1% | +8.0% | +8.2% |
| 30D | +26.6% | -3.1% | +29.6% | +20.6% |
| 3M | +4.9% | -3.5% | +8.4% | -0.2% |
| 6M | +27.6% | +0.5% | +27.1% | +32.4% |
| YTD | +26.2% | +10.8% | +15.4% | +62.1% |
| 1Y | +62.5% | +11.9% | +50.6% | +113.9% |
| All | -32.3% | +38.8% | -71.1% | +39.9% |
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 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