+98.2%
FUSB vs VT
+231.8%
-133.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +5.8% | -1.4% | +7.3% | +6.3% |
| 3M | +3.6% | -1.4% | +5.0% | +4.0% |
| 6M | +5.1% | +5.5% | -0.4% | +3.1% |
| YTD | +20.9% | +12.8% | +8.1% | +15.9% |
| 1Y | +31.5% | +15.4% | +16.1% | +25.1% |
| 3Y | +108.1% | +76.9% | +31.3% | +69.6% |
| 5Y | +66.6% | +60.4% | +6.2% | +40.2% |
| 10Y | +98.2% | +232.8% | -134.6% | +36.1% |
| All | +98.2% | +231.8% | -133.6% | +36.1% |
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