+16.5%
FC vs VT
+224.5%
-208.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -6.6% | +0.4% | -7.1% | -7.1% |
| 30D | -13.0% | +1.0% | -14.0% | -14.0% |
| 3M | -20.5% | +2.4% | -22.9% | -23.0% |
| 6M | +48.7% | +12.0% | +36.7% | +29.1% |
| YTD | +13.3% | +15.3% | -2.0% | -4.9% |
| 1Y | -1.5% | +22.6% | -24.0% | -22.9% |
| 3Y | -54.6% | +74.7% | -129.3% | -76.2% |
| 5Y | -54.3% | +66.1% | -120.5% | -74.6% |
| All | +16.5% | +224.5% | -208.0% | -68.7% |
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