+42.5%
FBIOP vs VT
+159.1%
-116.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.6% |
| 7D | +5.0% | -0.1% | +5.2% | +5.0% |
| 30D | -12.2% | -3.1% | -9.2% | -10.9% |
| 3M | -19.4% | -3.5% | -15.9% | -18.0% |
| 6M | +16.0% | +0.5% | +15.5% | +15.5% |
| YTD | +65.0% | +10.8% | +54.2% | +56.6% |
| 1Y | +135.5% | +11.9% | +123.6% | +122.4% |
| 3Y | +47.3% | +73.0% | -25.7% | +9.4% |
| 5Y | -15.3% | +58.6% | -74.0% | -34.3% |
| All | +42.5% | +159.1% | -116.6% | -17.4% |
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