+54.7%
FBY vs VT
+67.2%
-12.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | -0.6% |
| 7D | +2.9% | -0.3% | +3.3% | +3.3% |
| 30D | -13.0% | -1.4% | -11.6% | -11.6% |
| 3M | +3.1% | -1.4% | +4.5% | +4.8% |
| 6M | -1.3% | +5.5% | -6.8% | -7.0% |
| YTD | -9.2% | +12.8% | -22.0% | -20.7% |
| 1Y | -6.5% | +15.4% | -21.9% | -20.5% |
| 3Y | +52.1% | +76.9% | -24.7% | -18.9% |
| All | +54.7% | +67.2% | -12.5% | -10.7% |
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