+593.6%
FBL vs VT
+83.1%
+510.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.6% | +7.6% | +3.3% |
| 7D | +11.2% | +0.4% | +10.8% | +10.5% |
| 30D | -22.2% | -2.6% | -19.6% | -15.8% |
| 3M | +9.2% | -3.2% | +12.5% | +20.7% |
| 6M | -4.6% | +0.9% | -5.5% | -6.5% |
| YTD | -25.6% | +11.3% | -36.9% | -43.9% |
| 1Y | -18.0% | +14.0% | -32.0% | -42.2% |
| 3Y | +81.5% | +75.8% | +5.7% | -54.6% |
| All | +593.6% | +83.1% | +510.5% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling