+609.2%
FFBC vs VT
+345.0%
+264.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | +1.8% |
| 7D | -0.9% | -4.2% | +3.3% | +3.8% |
| 30D | +3.6% | -5.8% | +9.4% | +10.4% |
| 3M | -4.8% | -5.2% | +0.5% | +0.6% |
| 6M | +8.5% | +0.1% | +8.4% | +7.3% |
| YTD | +33.2% | +8.2% | +25.0% | +20.6% |
| 1Y | +40.5% | +10.1% | +30.4% | +24.7% |
| 3Y | +81.1% | +69.7% | +11.5% | -0.2% |
| 5Y | +56.8% | +53.4% | +3.5% | -4.0% |
| 10Y | +122.1% | +219.2% | -97.1% | -36.1% |
| All | +609.2% | +345.0% | +264.2% | +54.9% |
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