+31.9%
FUL vs VT
+214.8%
-182.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | +0.4% |
| 7D | +1.1% | -4.2% | +5.2% | +6.4% |
| 30D | -0.3% | -5.8% | +5.5% | +7.0% |
| 3M | -15.3% | -5.2% | -10.0% | -9.7% |
| 6M | -15.0% | +0.1% | -15.2% | -15.5% |
| YTD | -14.1% | +8.2% | -22.3% | -22.1% |
| 1Y | -11.6% | +10.1% | -21.7% | -21.6% |
| 3Y | -25.2% | +69.7% | -94.8% | -60.6% |
| 5Y | -27.9% | +53.4% | -81.3% | -56.9% |
| All | +31.9% | +214.8% | -182.9% | -65.8% |
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