+415.6%
FBIZ vs VT
+214.8%
+200.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +0.6% |
| 7D | +1.5% | -4.2% | +5.7% | +5.4% |
| 30D | +5.9% | -5.8% | +11.7% | +11.6% |
| 3M | +4.7% | -5.2% | +9.9% | +9.7% |
| 6M | +34.0% | +0.1% | +33.9% | +32.7% |
| YTD | +40.2% | +8.2% | +32.0% | +28.5% |
| 1Y | +47.5% | +10.1% | +37.3% | +32.8% |
| 3Y | +142.3% | +69.7% | +72.6% | +45.1% |
| 5Y | +175.8% | +53.4% | +122.4% | +80.1% |
| All | +415.6% | +214.8% | +200.8% | +86.2% |
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