+32.7%
FBND vs VT
+228.3%
-195.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | +2.7% | -5.0% | +7.7% | +3.2% |
| 3M | -0.2% | -4.9% | +4.7% | +0.2% |
| 6M | -0.9% | -1.5% | +0.7% | -0.8% |
| YTD | -0.1% | +8.5% | -8.5% | -0.8% |
| 1Y | +0.1% | +11.4% | -11.2% | -0.9% |
| 3Y | +17.2% | +70.1% | -52.8% | +11.7% |
| 5Y | +2.0% | +53.7% | -51.7% | -2.6% |
| 10Y | +24.4% | +220.0% | -195.5% | +14.1% |
| All | +32.7% | +228.3% | -195.7% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling