-100.0%
FABC vs VT
+221.8%
-321.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.6% |
| 7D | +1.3% | +2.4% | -1.1% | -1.7% |
| 30D | -23.7% | -1.5% | -22.2% | -21.5% |
| 3M | -41.5% | -4.1% | -37.3% | -37.5% |
| 6M | -66.5% | +0.6% | -67.0% | -65.8% |
| YTD | -34.3% | +11.0% | -45.3% | -40.8% |
| 1Y | -49.7% | +13.3% | -63.0% | -55.3% |
| 3Y | -93.5% | +73.4% | -166.9% | -96.7% |
| 5Y | -99.6% | +57.4% | -157.0% | -99.7% |
| All | -100.0% | +221.8% | -321.7% | -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