+190.7%
FUL vs VT
+374.2%
-183.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.4% | +0.4% | -4.8% | -4.9% |
| 30D | -9.5% | +1.0% | -10.5% | -10.6% |
| 3M | -10.3% | +2.4% | -12.7% | -13.1% |
| 6M | -15.6% | +12.0% | -27.6% | -26.5% |
| YTD | -8.3% | +15.3% | -23.6% | -23.1% |
| 1Y | -10.7% | +22.6% | -33.2% | -30.5% |
| 3Y | -23.0% | +74.7% | -97.7% | -61.2% |
| 5Y | -15.4% | +66.1% | -81.6% | -54.6% |
| 10Y | +26.2% | +225.0% | -198.8% | -69.6% |
| All | +190.7% | +374.2% | -183.5% | -58.7% |
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