+190.6%
FBK vs VT
+223.7%
-33.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.1% |
| 7D | +0.2% | +0.4% | -0.1% | -0.3% |
| 30D | +4.7% | -2.6% | +7.2% | +7.5% |
| 3M | -9.1% | -3.2% | -5.9% | -6.1% |
| 6M | +2.6% | +0.9% | +1.6% | +0.6% |
| YTD | -0.2% | +11.3% | -11.5% | -12.7% |
| 1Y | +1.5% | +14.0% | -12.5% | -13.6% |
| 3Y | +88.2% | +75.8% | +12.3% | -0.6% |
| 5Y | +25.5% | +57.8% | -32.3% | -25.0% |
| 10Y | +190.6% | +219.8% | -29.2% | -18.8% |
| All | +190.6% | +223.7% | -33.0% | -18.8% |
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 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