-95.1%
FBIO vs VT
+224.4%
-319.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +3.6% |
| 7D | +2.0% | -0.7% | +2.7% | +3.4% |
| 30D | -4.7% | -1.7% | -3.0% | -2.0% |
| 3M | -23.0% | -2.3% | -20.7% | -20.2% |
| 6M | -10.3% | +1.5% | -11.8% | -12.4% |
| YTD | -45.1% | +12.0% | -57.1% | -53.2% |
| 1Y | -25.0% | +12.9% | -37.9% | -36.7% |
| 3Y | +53.4% | +74.9% | -21.5% | -32.6% |
| 5Y | -96.2% | +59.9% | -156.1% | -98.0% |
| 10Y | -95.1% | +224.6% | -319.7% | -99.2% |
| All | -95.1% | +224.4% | -319.4% | -99.2% |
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