+54.9%
FBOT vs VT
+79.5%
-24.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | +0.6% | +1.0% | -0.4% | -0.7% |
| 30D | -3.5% | -0.2% | -3.3% | -3.2% |
| 3M | +0.8% | +4.5% | -3.8% | -4.8% |
| 6M | +11.7% | +14.1% | -2.3% | -5.7% |
| YTD | +16.7% | +14.8% | +1.9% | -2.1% |
| 1Y | +22.2% | +21.2% | +1.0% | -4.3% |
| 3Y | +72.4% | +76.6% | -4.2% | -15.0% |
| All | +54.9% | +79.5% | -24.6% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling