+86.0%
FJAN vs VT
+82.8%
+3.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.1% |
| 7D | +0.1% | +0.4% | -0.2% | -0.1% |
| 30D | -1.6% | -2.6% | +1.0% | 0.0% |
| 3M | 0.0% | -3.2% | +3.2% | +1.9% |
| 6M | +3.5% | +0.9% | +2.5% | +2.7% |
| YTD | +8.9% | +11.3% | -2.4% | +1.6% |
| 1Y | +11.8% | +14.0% | -2.2% | +2.8% |
| 3Y | +52.6% | +75.8% | -23.3% | +7.0% |
| 5Y | +66.4% | +57.8% | +8.6% | +21.2% |
| All | +86.0% | +82.8% | +3.3% | +23.9% |
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