-79.6%
FAZ price history and return analytics
+74.2%
-153.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | -0.2% |
| 7D | +3.1% | -0.1% | +3.2% | +2.9% |
| 30D | +4.3% | -0.7% | +4.9% | +2.8% |
| 3M | -22.4% | +4.0% | -26.4% | -14.7% |
| 6M | -32.3% | +12.3% | -44.5% | -8.4% |
| YTD | -13.4% | +14.0% | -27.4% | +23.6% |
| 1Y | -20.0% | +20.3% | -40.3% | +33.5% |
| All | -79.6% | +74.2% | -153.8% | +15.5% |
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