-27.9%
FUL vs VT
+53.2%
-81.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | 0.0% |
| 7D | +1.1% | -4.2% | +5.2% | +6.0% |
| 30D | -0.3% | -5.8% | +5.5% | +6.4% |
| 3M | -15.3% | -5.2% | -10.0% | -10.1% |
| 6M | -15.0% | +0.1% | -15.2% | -15.4% |
| YTD | -14.1% | +8.2% | -22.3% | -21.6% |
| 1Y | -11.6% | +10.1% | -21.7% | -20.9% |
| 3Y | -25.2% | +69.7% | -94.8% | -58.4% |
| 5Y | -27.9% | +53.4% | -81.3% | -55.5% |
| All | -27.9% | +53.2% | -81.1% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling