+3.0%
FAX price history and return analytics
+65.7%
-62.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +0.2% | -1.0% | +1.2% | +0.6% |
| 3M | +3.8% | +3.2% | +0.7% | +2.3% |
| 6M | +1.5% | +12.5% | -11.0% | -3.9% |
| YTD | +2.7% | +14.1% | -11.4% | -3.5% |
| 1Y | -1.1% | +18.9% | -20.0% | -8.9% |
| 3Y | +34.8% | +74.1% | -39.3% | +3.4% |
| All | +3.0% | +65.7% | -62.7% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling