+36.5%
FBIOP vs VT
+160.4%
-124.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | -0.3% | +2.9% | -3.2% | -1.6% |
| 30D | -13.8% | -2.5% | -11.3% | -12.8% |
| 3M | -22.2% | -3.3% | -18.9% | -21.0% |
| 6M | +12.4% | +1.5% | +10.9% | +11.4% |
| YTD | +58.1% | +11.4% | +46.7% | +49.6% |
| 1Y | +120.6% | +11.9% | +108.7% | +108.4% |
| 3Y | +41.1% | +73.9% | -32.8% | +4.6% |
| 5Y | -19.1% | +57.9% | -77.0% | -37.1% |
| All | +36.5% | +160.4% | -124.0% | -21.1% |
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