+107.7%
FUSB vs VT
+224.5%
-116.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -1.2% | +1.0% | -2.2% | -1.5% |
| 3M | +2.2% | +2.4% | -0.2% | +1.3% |
| 6M | +11.9% | +12.0% | -0.1% | +7.6% |
| YTD | +19.0% | +15.3% | +3.7% | +13.4% |
| 1Y | +38.5% | +22.6% | +15.9% | +29.2% |
| 3Y | +100.9% | +74.7% | +26.2% | +64.5% |
| 5Y | +74.3% | +66.1% | +8.1% | +44.7% |
| All | +107.7% | +224.5% | -116.8% | +30.9% |
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