-60.5%
FUN vs VT
+75.0%
-135.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.3% |
| 3M | -26.9% | +2.4% | -29.3% | -29.6% |
| 6M | -7.3% | +12.0% | -19.3% | -22.6% |
| YTD | +1.1% | +15.3% | -14.2% | -18.9% |
| 1Y | -39.4% | +22.6% | -62.0% | -55.6% |
| All | -60.5% | +75.0% | -135.4% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling