-53.3%
FBYD vs VT
+74.7%
-128.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.1% | -8.2% | -9.8% |
| 7D | -11.7% | -4.2% | -7.5% | -9.1% |
| 30D | -22.7% | -5.8% | -16.9% | -19.8% |
| 3M | -29.4% | -5.2% | -24.2% | -26.9% |
| 6M | -48.5% | +0.1% | -48.6% | -48.1% |
| YTD | -54.9% | +8.2% | -63.1% | -56.4% |
| 1Y | -47.0% | +10.1% | -57.2% | -49.2% |
| 3Y | -50.1% | +69.7% | -119.8% | -52.3% |
| All | -53.3% | +74.7% | -128.0% | -54.1% |
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