-21.3%
FBRT vs VT
+66.2%
-87.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.3% |
| 7D | -6.0% | -0.1% | -5.9% | -5.9% |
| 30D | +2.4% | -0.7% | +3.1% | +3.1% |
| 3M | -1.8% | +4.0% | -5.8% | -5.2% |
| 6M | -9.8% | +12.3% | -22.1% | -18.9% |
| YTD | -16.3% | +14.0% | -30.3% | -25.7% |
| 1Y | -22.7% | +20.3% | -43.0% | -34.8% |
| 3Y | -19.5% | +75.4% | -94.9% | -52.7% |
| All | -21.3% | +66.2% | -87.5% | -53.9% |
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 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