-99.6%
FABC vs VT
+57.4%
-156.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.6% | +4.3% | +2.8% |
| 7D | -11.5% | +0.4% | -11.8% | -11.7% |
| 30D | -24.4% | -2.6% | -21.8% | -20.8% |
| 3M | -38.6% | -3.2% | -35.4% | -35.0% |
| 6M | -62.8% | +0.9% | -63.7% | -62.4% |
| YTD | -30.6% | +11.3% | -41.9% | -38.8% |
| 1Y | -50.9% | +14.0% | -64.9% | -57.6% |
| 3Y | -93.4% | +75.8% | -169.2% | -96.9% |
| 5Y | -99.6% | +57.8% | -157.4% | -99.7% |
| All | -99.6% | +57.4% | -156.9% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling