+366.8%
FIBK vs VT
+427.0%
-60.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.2% | +0.4% | +1.7% | +1.8% |
| 30D | -0.6% | +1.0% | -1.6% | -1.5% |
| 3M | +7.3% | +2.4% | +4.9% | +4.6% |
| 6M | +10.4% | +12.0% | -1.6% | -1.3% |
| YTD | +13.6% | +15.3% | -1.8% | -1.2% |
| 1Y | +21.4% | +22.6% | -1.1% | -0.2% |
| 3Y | +70.8% | +74.7% | -3.8% | +2.7% |
| 5Y | +17.6% | +66.1% | -48.5% | -26.5% |
| 10Y | +94.4% | +225.0% | -130.6% | -33.4% |
| All | +366.8% | +427.0% | -60.3% | +8.3% |
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 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