-43.9%
FBYD vs VT
+86.2%
-130.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -17.5% | +0.4% | -18.0% | -17.6% |
| 30D | -15.2% | +1.0% | -16.2% | -15.5% |
| 3M | -46.5% | +2.4% | -48.9% | -47.1% |
| 6M | -0.5% | +12.0% | -12.5% | -5.8% |
| YTD | -45.8% | +15.3% | -61.1% | -49.6% |
| 1Y | +15.5% | +22.6% | -7.1% | +4.2% |
| All | -43.9% | +86.2% | -130.1% | -46.9% |
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