+593.3%
FBNC vs VT
+374.2%
+219.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.1% |
| 30D | +0.3% | +1.0% | -0.7% | -0.9% |
| 3M | +9.9% | +2.4% | +7.5% | +6.3% |
| 6M | +12.8% | +12.0% | +0.8% | -2.0% |
| YTD | +29.1% | +15.3% | +13.8% | +8.3% |
| 1Y | +19.1% | +22.6% | -3.5% | -7.1% |
| 3Y | +127.1% | +74.7% | +52.5% | +17.7% |
| 5Y | +74.7% | +66.1% | +8.5% | -5.4% |
| 10Y | +292.9% | +225.0% | +67.9% | -3.8% |
| All | +593.3% | +374.2% | +219.1% | +20.2% |
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 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