-12.0%
FC vs VT
+215.5%
-227.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -10.8% | -2.3% | -8.5% | -8.2% |
| 30D | -10.5% | -5.0% | -5.6% | -5.2% |
| 3M | -24.6% | -4.9% | -19.7% | -20.3% |
| 6M | -28.1% | -1.5% | -26.5% | -27.2% |
| YTD | -3.8% | +8.5% | -12.2% | -13.5% |
| 1Y | +1.6% | +11.4% | -9.8% | -11.5% |
| 3Y | -53.8% | +70.1% | -123.9% | -75.1% |
| 5Y | -64.2% | +53.7% | -118.0% | -78.2% |
| All | -12.0% | +215.5% | -227.5% | -74.8% |
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