+173.3%
FBK vs VT
+217.6%
-44.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +0.6% | -0.1% | +0.8% | +0.7% |
| 30D | +4.7% | -3.1% | +7.7% | +8.0% |
| 3M | -9.0% | -3.5% | -5.5% | -5.7% |
| 6M | +2.6% | +0.5% | +2.1% | +1.1% |
| YTD | -0.2% | +10.8% | -10.9% | -12.2% |
| 1Y | +1.1% | +11.9% | -10.8% | -12.1% |
| 3Y | +87.6% | +73.0% | +14.6% | +0.9% |
| 5Y | +24.9% | +58.6% | -33.7% | -25.9% |
| 10Y | +173.3% | +219.2% | -45.9% | -26.4% |
| All | +173.3% | +217.6% | -44.4% | -26.4% |
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