+1,925.4%
FIZZ vs VT
+374.2%
+1,551.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | +0.4% | -1.5% | -1.3% |
| 30D | +0.1% | +1.0% | -0.9% | -0.6% |
| 3M | +2.7% | +2.4% | +0.3% | +0.4% |
| 6M | -4.2% | +12.0% | -16.3% | -12.4% |
| YTD | +11.8% | +15.3% | -3.5% | 0.0% |
| 1Y | -13.7% | +22.6% | -36.3% | -26.3% |
| 3Y | -22.0% | +74.7% | -96.7% | -49.6% |
| 5Y | -12.6% | +66.1% | -78.7% | -41.8% |
| 10Y | +91.2% | +225.0% | -133.8% | -27.7% |
| All | +1,925.4% | +374.2% | +1,551.2% | +481.0% |
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