+374.5%
FIBK vs VT
+394.6%
-20.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +1.1% |
| 7D | +1.4% | -4.2% | +5.6% | +5.5% |
| 30D | +8.3% | -5.8% | +14.1% | +14.5% |
| 3M | +1.1% | -5.2% | +6.3% | +6.2% |
| 6M | +9.9% | +0.1% | +9.8% | +9.2% |
| YTD | +15.4% | +8.2% | +7.2% | +6.5% |
| 1Y | +25.9% | +10.1% | +15.7% | +14.3% |
| 3Y | +83.6% | +69.7% | +13.9% | +13.2% |
| 5Y | +17.7% | +53.4% | -35.7% | -20.8% |
| 10Y | +92.5% | +219.2% | -126.7% | -32.8% |
| All | +374.5% | +394.6% | -20.1% | +16.7% |
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