-64.5%
FUN vs VT
+224.5%
-289.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -4.4% | +0.4% | -4.8% | -4.9% |
| 30D | -17.3% | +1.0% | -18.3% | -18.2% |
| 3M | -26.9% | +2.4% | -29.3% | -29.3% |
| 6M | -7.3% | +12.0% | -19.3% | -20.1% |
| YTD | +1.1% | +15.3% | -14.2% | -15.6% |
| 1Y | -39.4% | +22.6% | -62.0% | -53.0% |
| 3Y | -60.9% | +74.7% | -135.5% | -80.1% |
| 5Y | -62.6% | +66.1% | -128.7% | -79.9% |
| All | -64.5% | +224.5% | -289.0% | -90.1% |
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