-83.7%
FAZ price history and return analytics
+65.7%
-149.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | +0.6% |
| 7D | +4.9% | -1.1% | +6.0% | +1.9% |
| 30D | +4.2% | -1.0% | +5.2% | +1.7% |
| 3M | -22.2% | +3.2% | -25.3% | -15.3% |
| 6M | -35.3% | +12.5% | -47.7% | -9.5% |
| YTD | -13.9% | +14.1% | -28.0% | +26.8% |
| 1Y | -17.2% | +18.9% | -36.1% | +39.2% |
| 3Y | -79.7% | +74.1% | -153.8% | +30.9% |
| All | -83.7% | +65.7% | -149.4% | +38.7% |
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 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