-7.3%
FBDC vs VT
+23.9%
-31.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -1.3% | +2.9% | -4.2% | -2.7% |
| 30D | +2.7% | -2.5% | +5.2% | +4.0% |
| 3M | -3.3% | -3.3% | 0.0% | -1.6% |
| 6M | +2.1% | +1.5% | +0.5% | +0.9% |
| YTD | -5.0% | +11.4% | -16.3% | -11.3% |
| 1Y | -3.1% | +11.9% | -15.0% | -10.0% |
| All | -7.3% | +23.9% | -31.2% | -19.1% |
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