+180.1%
FBCG vs VT
+128.3%
+51.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.7% |
| 7D | +2.0% | +2.4% | -0.4% | -1.3% |
| 30D | -7.7% | -1.5% | -6.2% | -5.5% |
| 3M | -9.7% | -4.1% | -5.6% | -3.9% |
| 6M | -6.9% | +0.6% | -7.5% | -7.3% |
| YTD | +4.1% | +11.0% | -6.9% | -10.0% |
| 1Y | +6.7% | +13.3% | -6.7% | -10.5% |
| 3Y | +86.8% | +73.4% | +13.4% | -13.3% |
| 5Y | +58.6% | +57.4% | +1.2% | -14.0% |
| All | +180.1% | +128.3% | +51.8% | -1.3% |
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