+611.6%
FFBC vs VT
+371.8%
+239.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | +1.8% | +1.0% | +0.8% | +0.7% |
| 30D | -2.3% | -0.2% | -2.1% | -2.1% |
| 3M | +6.7% | +4.5% | +2.1% | +1.1% |
| 6M | +21.6% | +14.1% | +7.6% | +4.3% |
| YTD | +33.6% | +14.8% | +18.9% | +13.8% |
| 1Y | +28.2% | +21.2% | +7.0% | +2.7% |
| 3Y | +78.8% | +76.6% | +2.2% | -5.3% |
| 5Y | +74.3% | +66.6% | +7.7% | -2.3% |
| 10Y | +113.8% | +222.3% | -108.5% | -39.1% |
| All | +611.6% | +371.8% | +239.8% | +46.2% |
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