-70.4%
FBP vs VT
+345.0%
-415.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +3.3% |
| 7D | -2.9% | -4.2% | +1.3% | +2.8% |
| 30D | -3.4% | -5.8% | +2.4% | +4.6% |
| 3M | -10.1% | -5.2% | -4.9% | -3.7% |
| 6M | +8.9% | +0.1% | +8.7% | +7.1% |
| YTD | +28.2% | +8.2% | +19.9% | +12.4% |
| 1Y | +32.7% | +10.1% | +22.6% | +13.4% |
| 3Y | +97.5% | +69.7% | +27.8% | -8.7% |
| 5Y | +115.2% | +53.4% | +61.9% | +15.2% |
| 10Y | +563.4% | +219.2% | +344.1% | +33.6% |
| All | -70.4% | +345.0% | -415.4% | -94.9% |
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