-51.6%
FABC vs VT
+11.9%
-63.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -5.1% |
| 7D | +8.5% | +2.9% | +5.6% | +0.9% |
| 30D | -22.4% | -2.5% | -19.9% | -16.1% |
| 3M | -38.7% | -3.3% | -35.4% | -32.4% |
| 6M | -66.9% | +1.5% | -68.5% | -67.5% |
| YTD | -32.2% | +11.4% | -43.6% | -54.0% |
| 1Y | -51.6% | +11.9% | -63.5% | -66.7% |
| All | -51.6% | +11.9% | -63.5% | -66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling