+172.1%
FUL vs VT
+356.1%
-184.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +1.3% | -1.6% | +2.9% | +3.3% |
| 30D | +0.5% | -2.5% | +3.0% | +3.5% |
| 3M | -11.5% | -1.3% | -10.2% | -10.2% |
| 6M | -15.5% | +3.1% | -18.6% | -18.9% |
| YTD | -14.2% | +10.9% | -25.1% | -24.6% |
| 1Y | -11.0% | +12.1% | -23.1% | -23.0% |
| 3Y | -25.2% | +73.9% | -99.1% | -62.2% |
| 5Y | -27.1% | +58.0% | -85.1% | -58.5% |
| 10Y | +36.3% | +225.5% | -189.2% | -67.3% |
| All | +172.1% | +356.1% | -184.0% | -59.5% |
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 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