+65.7%
FBL vs VT
+69.4%
-3.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.1% | -3.6% | +3.2% |
| 7D | -6.3% | -4.2% | -2.2% | +5.0% |
| 30D | -34.4% | -5.8% | -28.6% | -22.6% |
| 3M | -1.4% | -5.2% | +3.8% | +15.0% |
| 6M | -13.5% | +0.1% | -13.6% | -14.3% |
| YTD | -33.5% | +8.2% | -41.7% | -46.7% |
| 1Y | -30.1% | +10.1% | -40.2% | -46.7% |
| All | +65.7% | +69.4% | -3.7% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling