+38.1%
FUL vs VT
+228.2%
-190.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +2.7% |
| 7D | +6.5% | -0.3% | +6.8% | +6.9% |
| 30D | +4.7% | -1.4% | +6.2% | +6.5% |
| 3M | -10.3% | -1.4% | -8.9% | -8.9% |
| 6M | -9.1% | +5.5% | -14.5% | -15.0% |
| YTD | -10.1% | +12.8% | -22.9% | -22.4% |
| 1Y | -6.5% | +15.4% | -22.0% | -21.7% |
| 3Y | -21.7% | +76.9% | -98.5% | -60.8% |
| 5Y | -23.6% | +60.4% | -84.0% | -56.7% |
| All | +38.1% | +228.2% | -190.1% | -66.0% |
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