-20.4%
FBRT vs VT
+74.2%
-94.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.4% |
| 7D | -6.0% | -0.1% | -5.9% | -5.9% |
| 30D | +2.4% | -0.7% | +3.1% | +3.0% |
| 3M | -1.8% | +4.0% | -5.8% | -4.8% |
| 6M | -9.8% | +12.3% | -22.1% | -18.0% |
| YTD | -16.3% | +14.0% | -30.3% | -24.7% |
| 1Y | -22.7% | +20.3% | -43.0% | -33.6% |
| All | -20.4% | +74.2% | -94.6% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling