+260.2%
FBNC vs VT
+217.6%
+42.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +1.0% | -0.1% | +1.2% | +1.0% |
| 30D | +9.5% | -3.1% | +12.6% | +12.9% |
| 3M | +0.5% | -3.5% | +4.0% | +3.9% |
| 6M | +11.0% | +0.5% | +10.5% | +9.4% |
| YTD | +29.1% | +10.8% | +18.4% | +14.2% |
| 1Y | +29.3% | +11.9% | +17.4% | +13.1% |
| 3Y | +134.5% | +73.0% | +61.5% | +28.4% |
| 5Y | +45.0% | +58.6% | -13.6% | -12.8% |
| 10Y | +260.2% | +219.2% | +41.0% | +2.5% |
| All | +260.2% | +217.6% | +42.5% | +2.5% |
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