-33.8%
FBGL vs VT
+23.3%
-57.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.5% | -5.6% |
| 7D | -7.9% | +0.4% | -8.3% | -8.0% |
| 30D | -8.1% | +1.0% | -9.1% | -8.4% |
| 3M | -26.5% | +2.4% | -28.9% | -26.7% |
| 6M | -21.7% | +12.0% | -33.7% | -24.5% |
| YTD | -61.2% | +15.3% | -76.5% | -64.1% |
| 1Y | -33.8% | +22.6% | -56.4% | -35.8% |
| All | -33.8% | +23.3% | -57.1% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling