+32.8%
FBND vs VT
+249.1%
-216.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | -0.4% | +1.0% | -1.4% | -0.5% |
| 3M | -0.6% | +2.4% | -3.0% | -0.8% |
| 6M | -1.2% | +12.0% | -13.2% | -2.3% |
| YTD | 0.0% | +15.3% | -15.3% | -1.3% |
| 1Y | +1.5% | +22.6% | -21.0% | -0.3% |
| 3Y | +15.1% | +74.7% | -59.6% | +9.3% |
| 5Y | +2.0% | +66.1% | -64.1% | -3.2% |
| 10Y | +24.2% | +225.0% | -200.8% | +13.3% |
| All | +32.8% | +249.1% | -216.3% | +21.4% |
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 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