-94.7%
FBIO vs VT
+215.5%
-310.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | -3.6% | -2.3% | -1.3% | -0.3% |
| 30D | -9.3% | -5.0% | -4.4% | -2.5% |
| 3M | -33.2% | -4.9% | -28.3% | -28.4% |
| 6M | -27.5% | -1.5% | -25.9% | -26.2% |
| YTD | -49.5% | +8.5% | -57.9% | -55.0% |
| 1Y | -26.6% | +11.4% | -38.0% | -37.0% |
| 3Y | -22.3% | +70.1% | -92.3% | -64.9% |
| 5Y | -96.6% | +53.7% | -150.3% | -98.1% |
| All | -94.7% | +215.5% | -310.3% | -99.1% |
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