+96.0%
FUSB vs VT
+226.2%
-130.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | -1.6% | +1.5% | +0.4% |
| 30D | -0.1% | -2.5% | +2.4% | +0.7% |
| 3M | -1.2% | -1.3% | +0.1% | -0.9% |
| 6M | +0.8% | +3.1% | -2.3% | -0.4% |
| YTD | +19.6% | +10.9% | +8.7% | +15.3% |
| 1Y | +26.7% | +12.1% | +14.7% | +21.7% |
| 3Y | +105.9% | +73.9% | +32.0% | +68.6% |
| 5Y | +62.1% | +58.0% | +4.1% | +37.1% |
| All | +96.0% | +226.2% | -130.2% | +35.4% |
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