-52.9%
FBYD vs VT
+79.7%
-132.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.8% |
| 7D | -1.2% | +0.4% | -1.5% | -1.0% |
| 30D | -23.3% | -2.6% | -20.7% | -22.0% |
| 3M | -32.2% | -3.2% | -28.9% | -30.7% |
| 6M | -41.4% | +0.9% | -42.3% | -41.3% |
| YTD | -54.5% | +11.3% | -65.8% | -56.7% |
| 1Y | -52.9% | +14.0% | -66.9% | -55.7% |
| 3Y | -26.7% | +75.8% | -102.5% | -30.0% |
| All | -52.9% | +79.7% | -132.6% | -54.5% |
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