+595.4%
FBNC vs VT
+360.7%
+234.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -1.0% |
| 7D | -1.5% | -0.7% | -0.8% | -0.9% |
| 30D | +9.1% | -1.7% | +10.8% | +11.0% |
| 3M | 0.0% | -2.3% | +2.3% | +2.3% |
| 6M | +12.0% | +1.5% | +10.5% | +8.9% |
| YTD | +29.5% | +12.0% | +17.4% | +11.8% |
| 1Y | +29.8% | +12.9% | +16.9% | +11.1% |
| 3Y | +135.1% | +74.9% | +60.1% | +20.9% |
| 5Y | +43.5% | +59.9% | -16.4% | -19.1% |
| 10Y | +259.5% | +224.6% | +34.9% | -12.4% |
| All | +595.4% | +360.7% | +234.7% | +24.0% |
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