-100.0%
FABC vs VT
+345.0%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.1% | -9.0% | -9.6% |
| 7D | -29.8% | -4.2% | -25.6% | -27.1% |
| 30D | -34.9% | -5.8% | -29.1% | -31.3% |
| 3M | -44.2% | -5.2% | -38.9% | -41.3% |
| 6M | -54.5% | +0.1% | -54.6% | -53.8% |
| YTD | -37.6% | +8.2% | -45.8% | -40.0% |
| 1Y | -57.6% | +10.1% | -67.7% | -59.5% |
| 3Y | -94.5% | +69.7% | -164.2% | -96.2% |
| 5Y | -99.6% | +53.4% | -153.0% | -99.7% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +345.0% | -445.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling