+148.4%
FULT vs VT
+224.5%
-76.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.8% | +0.4% | +1.3% | +1.3% |
| 30D | -2.5% | +1.0% | -3.5% | -3.6% |
| 3M | +10.8% | +2.4% | +8.4% | +7.4% |
| 6M | +16.2% | +12.0% | +4.2% | +1.7% |
| YTD | +26.8% | +15.3% | +11.5% | +7.4% |
| 1Y | +26.8% | +22.6% | +4.2% | +0.2% |
| 3Y | +98.0% | +74.7% | +23.3% | +6.6% |
| 5Y | +89.0% | +66.1% | +22.9% | +7.4% |
| All | +148.4% | +224.5% | -76.0% | -35.8% |
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