-94.8%
FABC vs VT
+69.4%
-164.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.1% | -9.0% | -6.7% |
| 7D | -29.8% | -4.2% | -25.6% | -24.7% |
| 30D | -34.9% | -5.8% | -29.1% | -28.2% |
| 3M | -44.2% | -5.2% | -38.9% | -39.0% |
| 6M | -54.5% | +0.1% | -54.6% | -53.4% |
| YTD | -37.6% | +8.2% | -45.8% | -41.7% |
| 1Y | -57.6% | +10.1% | -67.7% | -60.8% |
| All | -94.8% | +69.4% | -164.1% | -95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling