+97.6%
FIVA vs VT
+128.7%
-31.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -0.5% | -2.3% | +1.8% | +1.5% |
| 30D | +0.7% | -5.0% | +5.6% | +5.1% |
| 3M | -4.3% | -4.9% | +0.6% | -0.2% |
| 6M | +1.8% | -1.5% | +3.3% | +3.1% |
| YTD | +13.4% | +8.5% | +4.9% | +5.9% |
| 1Y | +23.5% | +11.4% | +12.1% | +12.8% |
| 3Y | +84.6% | +70.1% | +14.5% | +17.6% |
| 5Y | +79.3% | +53.7% | +25.5% | +23.6% |
| All | +97.6% | +128.7% | -31.1% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling