+566.3%
FBL vs VT
+84.3%
+482.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -5.0% | -6.8% |
| 7D | -0.8% | -0.7% | -0.1% | +1.2% |
| 30D | -30.0% | -1.7% | -28.2% | -26.1% |
| 3M | +2.5% | -2.3% | +4.8% | +10.3% |
| 6M | -4.9% | +1.5% | -6.4% | -8.4% |
| YTD | -28.5% | +12.0% | -40.6% | -47.1% |
| 1Y | -22.6% | +12.9% | -35.5% | -43.9% |
| 3Y | +68.1% | +74.9% | -6.8% | -57.5% |
| All | +566.3% | +84.3% | +482.1% | +48.1% |
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