-96.3%
FBIO vs VT
+57.0%
-153.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.1% |
| 7D | +1.6% | +2.4% | -0.7% | -1.3% |
| 30D | -1.1% | -1.5% | +0.5% | +1.3% |
| 3M | -36.9% | -4.1% | -32.8% | -33.1% |
| 6M | -15.7% | +0.6% | -16.2% | -16.5% |
| YTD | -48.6% | +11.0% | -59.7% | -55.3% |
| 1Y | -24.5% | +13.3% | -37.8% | -36.1% |
| 3Y | +40.3% | +73.4% | -33.1% | -37.2% |
| All | -96.3% | +57.0% | -153.3% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling