+191.7%
FBK vs VT
+212.8%
-21.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | +1.1% | -2.3% | +3.4% | +3.6% |
| 30D | +3.7% | -5.0% | +8.6% | +9.3% |
| 3M | -10.6% | -4.9% | -5.7% | -5.9% |
| 6M | +0.5% | -1.5% | +2.1% | +1.3% |
| YTD | -1.9% | +8.5% | -10.3% | -11.6% |
| 1Y | +1.4% | +11.4% | -10.0% | -11.4% |
| 3Y | +73.6% | +70.1% | +3.5% | -4.5% |
| 5Y | +22.9% | +53.7% | -30.8% | -24.2% |
| 10Y | +182.4% | +220.0% | -37.6% | -13.8% |
| All | +191.7% | +212.8% | -21.2% | -10.4% |
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 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