+173.9%
FBK vs VT
+222.7%
-48.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | +0.9% | +2.9% | -2.0% | -2.3% |
| 30D | +7.9% | -2.5% | +10.4% | +10.7% |
| 3M | -11.8% | -3.3% | -8.5% | -8.8% |
| 6M | +5.6% | +1.5% | +4.0% | +2.8% |
| YTD | -0.8% | +11.4% | -12.2% | -13.3% |
| 1Y | +0.3% | +11.9% | -11.6% | -12.8% |
| 3Y | +86.3% | +73.9% | +12.4% | -0.4% |
| 5Y | +26.7% | +57.9% | -31.2% | -24.4% |
| All | +173.9% | +222.7% | -48.8% | -24.1% |
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