-94.7%
FBIO vs VT
+66.2%
-160.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.8% | +0.4% | -2.3% | -2.4% |
| 30D | -2.5% | +1.0% | -3.5% | -3.8% |
| 3M | -1.8% | +2.4% | -4.2% | -5.2% |
| 6M | -12.3% | +12.0% | -24.3% | -25.5% |
| YTD | -25.7% | +15.3% | -41.0% | -38.8% |
| 1Y | -4.2% | +22.6% | -26.8% | -27.6% |
| 3Y | -54.7% | +74.7% | -129.3% | -79.9% |
| All | -94.7% | +66.2% | -160.9% | -97.1% |
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 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