-33.4%
FIAT vs VT
+35.9%
-69.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.7% |
| 7D | +6.1% | -2.3% | +8.4% | +2.1% |
| 30D | +24.7% | -5.0% | +29.7% | +14.4% |
| 3M | +1.7% | -4.9% | +6.6% | -5.9% |
| 6M | +24.7% | -1.5% | +26.2% | +24.6% |
| YTD | +24.1% | +8.5% | +15.6% | +53.2% |
| 1Y | +51.3% | +11.4% | +39.9% | +97.4% |
| All | -33.4% | +35.9% | -69.3% | +32.1% |
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 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