+100.9%
FUSB vs VT
+75.0%
+25.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -1.2% | +1.0% | -2.2% | -1.2% |
| 3M | +2.2% | +2.4% | -0.2% | +2.1% |
| 6M | +11.9% | +12.0% | -0.1% | +10.8% |
| YTD | +19.0% | +15.3% | +3.7% | +17.8% |
| 1Y | +38.5% | +22.6% | +15.9% | +36.5% |
| All | +100.9% | +75.0% | +25.9% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling