-79.6%
FUN vs VT
+214.8%
-294.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | -4.1% | +20.6% | +21.7% |
| 7D | +20.3% | -4.2% | +24.5% | +25.9% |
| 30D | -23.5% | -5.8% | -17.7% | -18.0% |
| 3M | -50.7% | -5.2% | -45.5% | -47.4% |
| 6M | -49.0% | +0.1% | -49.2% | -49.7% |
| YTD | -39.8% | +8.2% | -48.0% | -45.9% |
| 1Y | -54.7% | +10.1% | -64.8% | -60.1% |
| 3Y | -75.3% | +69.7% | -145.0% | -87.1% |
| 5Y | -80.3% | +53.4% | -133.6% | -88.4% |
| All | -79.6% | +214.8% | -294.4% | -93.7% |
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