-9.8%
FULTP vs VT
+103.9%
-113.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.9% |
| 7D | -0.1% | -4.2% | +4.0% | +1.1% |
| 30D | -8.4% | -5.8% | -2.6% | -6.8% |
| 3M | -9.2% | -5.2% | -3.9% | -7.8% |
| 6M | -11.0% | +0.1% | -11.2% | -11.2% |
| YTD | -11.7% | +8.2% | -19.9% | -14.0% |
| 1Y | -13.8% | +10.1% | -23.9% | -16.5% |
| 3Y | +26.3% | +69.7% | -43.4% | +6.3% |
| 5Y | -16.4% | +53.4% | -69.8% | -29.3% |
| All | -9.8% | +103.9% | -113.7% | -25.1% |
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