+118.0%
FFBC vs VT
+215.5%
-97.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +0.7% | -2.3% | +3.0% | +3.3% |
| 30D | +5.5% | -5.0% | +10.5% | +11.6% |
| 3M | -2.8% | -4.9% | +2.1% | +2.5% |
| 6M | +7.9% | -1.5% | +9.5% | +8.7% |
| YTD | +33.5% | +8.5% | +25.0% | +19.5% |
| 1Y | +42.7% | +11.4% | +31.3% | +23.7% |
| 3Y | +83.3% | +70.1% | +13.3% | -4.4% |
| 5Y | +57.2% | +53.7% | +3.4% | -7.2% |
| All | +118.0% | +215.5% | -97.5% | -44.3% |
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