-15.5%
FBRT vs VT
+68.1%
-83.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.5% | +0.4% | +1.1% | +1.1% |
| 30D | +13.8% | +1.0% | +12.8% | +12.8% |
| 3M | +3.0% | +2.4% | +0.6% | +0.7% |
| 6M | -5.0% | +12.0% | -17.0% | -14.4% |
| YTD | -10.1% | +15.3% | -25.4% | -21.0% |
| 1Y | -17.3% | +22.6% | -39.9% | -31.4% |
| 3Y | -15.8% | +74.7% | -90.4% | -50.3% |
| All | -15.5% | +68.1% | -83.6% | -51.0% |
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