-81.7%
FBRX vs VT
+138.0%
-219.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +463.2% | +15.9% | +447.3% | +378.6% |
| 7D | +463.2% | +15.9% | +447.3% | +378.6% |
| 30D | +463.2% | +15.9% | +447.3% | +378.6% |
| 3M | +463.2% | +15.9% | +447.3% | +378.6% |
| 6M | +463.2% | +15.9% | +447.3% | +378.6% |
| YTD | +463.2% | +15.9% | +447.3% | +378.6% |
| 1Y | +583.7% | +22.2% | +561.5% | +451.8% |
| 3Y | +266.6% | +78.1% | +188.5% | +103.2% |
| 5Y | -88.7% | +69.1% | -157.9% | -93.0% |
| All | -81.7% | +138.0% | -219.7% | -91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling