-100.0%
FABC price history and return analytics
+346.0%
-446.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.7% |
| 7D | -22.8% | -2.3% | -20.5% | -21.1% |
| 30D | -30.9% | -5.0% | -25.9% | -27.6% |
| 3M | -40.9% | -4.9% | -36.0% | -38.1% |
| 6M | -57.5% | -1.5% | -55.9% | -56.3% |
| YTD | -35.1% | +8.5% | -43.6% | -37.8% |
| 1Y | -53.4% | +11.4% | -64.7% | -55.9% |
| 3Y | -94.6% | +70.1% | -164.6% | -96.3% |
| 5Y | -99.6% | +53.7% | -153.3% | -99.7% |
| 10Y | -100.0% | +220.0% | -319.9% | -100.0% |
| All | -100.0% | +346.0% | -446.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling