-11.9%
FC vs VT
+214.8%
-226.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -2.1% |
| 7D | -12.5% | -4.2% | -8.3% | -7.9% |
| 30D | -7.4% | -5.8% | -1.6% | -0.9% |
| 3M | -26.1% | -5.2% | -20.8% | -21.5% |
| 6M | -28.3% | +0.1% | -28.4% | -28.9% |
| YTD | -3.7% | +8.2% | -11.9% | -13.2% |
| 1Y | -8.6% | +10.1% | -18.7% | -19.2% |
| 3Y | -55.0% | +69.7% | -124.7% | -75.7% |
| 5Y | -64.2% | +53.4% | -117.6% | -78.2% |
| All | -11.9% | +214.8% | -226.7% | -74.7% |
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