+470.3%
FIW vs VT
+374.2%
+96.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.4% | +0.4% | -1.9% | -1.9% |
| 30D | -3.8% | +1.0% | -4.8% | -4.7% |
| 3M | +4.2% | +2.4% | +1.8% | +1.6% |
| 6M | -3.0% | +12.0% | -15.0% | -13.4% |
| YTD | +0.6% | +15.3% | -14.8% | -12.8% |
| 1Y | -4.0% | +22.6% | -26.6% | -21.5% |
| 3Y | +24.1% | +74.7% | -50.6% | -28.2% |
| 5Y | +23.1% | +66.1% | -43.1% | -25.3% |
| 10Y | +210.4% | +225.0% | -14.6% | -0.2% |
| All | +470.3% | +374.2% | +96.1% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling