-52.8%
FBYD vs VT
+75.1%
-127.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.9% | -2.3% | +1.4% | +0.9% |
| 30D | -20.7% | -5.0% | -15.8% | -18.1% |
| 3M | -30.3% | -4.9% | -25.4% | -28.0% |
| 6M | -42.9% | -1.5% | -41.4% | -42.0% |
| YTD | -54.4% | +8.5% | -62.8% | -55.9% |
| 1Y | -48.9% | +11.4% | -60.3% | -51.2% |
| 3Y | -49.5% | +70.1% | -119.6% | -51.8% |
| All | -52.8% | +75.1% | -127.9% | -53.6% |
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