+129.3%
FULT vs VT
+214.8%
-85.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +1.9% | +2.3% |
| 7D | +0.5% | -4.2% | +4.6% | +5.1% |
| 30D | +6.2% | -5.8% | +12.0% | +13.0% |
| 3M | -3.8% | -5.2% | +1.5% | +1.7% |
| 6M | +11.1% | +0.1% | +11.0% | +9.8% |
| YTD | +25.2% | +8.2% | +17.0% | +13.2% |
| 1Y | +38.8% | +10.1% | +28.7% | +23.0% |
| 3Y | +87.0% | +69.7% | +17.3% | +3.4% |
| 5Y | +71.7% | +53.4% | +18.3% | +6.1% |
| All | +129.3% | +214.8% | -85.5% | -36.9% |
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