+171.2%
FAB vs VT
+224.4%
-53.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.9% |
| 7D | -1.0% | -0.7% | -0.3% | -0.4% |
| 30D | +6.7% | -1.7% | +8.5% | +8.5% |
| 3M | +1.4% | -2.3% | +3.7% | +3.5% |
| 6M | +12.3% | +1.5% | +10.8% | +9.5% |
| YTD | +22.5% | +12.0% | +10.4% | +6.9% |
| 1Y | +26.5% | +12.9% | +13.6% | +9.5% |
| 3Y | +67.4% | +74.9% | -7.6% | -10.7% |
| 5Y | +57.4% | +59.9% | -2.5% | -7.3% |
| 10Y | +171.2% | +224.6% | -53.4% | -25.1% |
| All | +171.2% | +224.4% | -53.1% | -25.1% |
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