+61.2%
FBTC vs VT
+55.3%
+5.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.7% |
| 7D | -1.2% | -2.3% | +1.1% | +2.1% |
| 30D | -9.1% | -5.0% | -4.1% | -2.2% |
| 3M | +17.6% | -4.9% | +22.4% | +26.4% |
| 6M | -7.1% | -1.5% | -5.5% | -4.9% |
| YTD | -13.6% | +8.5% | -22.0% | -22.2% |
| 1Y | -25.1% | +11.4% | -36.4% | -34.9% |
| All | +61.2% | +55.3% | +5.9% | -12.4% |
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