-100.0%
FABC vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.6% |
| 7D | -22.8% | -2.3% | -20.5% | -20.1% |
| 30D | -30.9% | -5.0% | -25.9% | -25.5% |
| 3M | -40.9% | -4.9% | -36.0% | -36.4% |
| 6M | -57.5% | -1.5% | -55.9% | -55.7% |
| YTD | -35.1% | +8.5% | -43.6% | -39.8% |
| 1Y | -53.4% | +11.4% | -64.7% | -57.6% |
| 3Y | -94.6% | +70.1% | -164.6% | -97.1% |
| 5Y | -99.6% | +53.7% | -153.3% | -99.7% |
| All | -100.0% | +215.5% | -315.5% | -100.0% |
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