+513.1%
FAB vs VT
+345.0%
+168.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +1.7% |
| 7D | +0.4% | -4.2% | +4.5% | +4.2% |
| 30D | +6.3% | -5.8% | +12.1% | +12.0% |
| 3M | +0.8% | -5.2% | +6.0% | +5.6% |
| 6M | +9.6% | +0.1% | +9.4% | +8.6% |
| YTD | +21.2% | +8.2% | +13.0% | +11.6% |
| 1Y | +26.9% | +10.1% | +16.8% | +14.9% |
| 3Y | +60.8% | +69.7% | -8.9% | -1.8% |
| 5Y | +56.2% | +53.4% | +2.8% | +4.7% |
| 10Y | +188.9% | +219.2% | -30.3% | +5.5% |
| All | +513.1% | +345.0% | +168.1% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling