+43.1%
FBOT vs VT
+73.6%
-30.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.5% |
| 7D | +2.2% | +2.4% | -0.1% | -0.9% |
| 30D | -7.0% | -1.5% | -5.5% | -4.9% |
| 3M | -11.9% | -4.1% | -7.8% | -6.5% |
| 6M | -9.7% | +0.6% | -10.2% | -9.8% |
| YTD | +7.8% | +11.0% | -3.3% | -5.3% |
| 1Y | +11.8% | +13.3% | -1.5% | -4.3% |
| 3Y | +62.3% | +73.4% | -11.1% | -17.6% |
| All | +43.1% | +73.6% | -30.6% | -27.2% |
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