-25.8%
FBRX vs VT
+66.3%
-92.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | +57.3% | +4.0% | +53.3% | +52.7% |
| 30D | +57.3% | +4.0% | +53.3% | +52.7% |
| 3M | +270.7% | +2.4% | +268.3% | +265.2% |
| 6M | +154.8% | +9.6% | +145.2% | +135.2% |
| YTD | +182.3% | +14.8% | +167.5% | +149.9% |
| 1Y | +585.6% | +21.8% | +563.8% | +473.6% |
| 3Y | +271.5% | +76.8% | +194.7% | +119.6% |
| All | -25.8% | +66.3% | -92.1% | -46.1% |
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