+206.7%
FIW vs VT
+221.4%
-14.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | +0.2% | +1.0% | -0.8% | -0.8% |
| 30D | -5.0% | -0.2% | -4.8% | -4.8% |
| 3M | +3.9% | +4.5% | -0.7% | -0.8% |
| 6M | +0.4% | +14.1% | -13.7% | -12.4% |
| YTD | -0.4% | +14.8% | -15.2% | -13.7% |
| 1Y | -5.3% | +21.2% | -26.5% | -22.4% |
| 3Y | +28.1% | +76.6% | -48.5% | -28.8% |
| 5Y | +22.5% | +66.6% | -44.1% | -27.9% |
| 10Y | +206.7% | +222.3% | -15.6% | -11.7% |
| All | +206.7% | +221.4% | -14.7% | -11.7% |
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