-53.8%
FC vs VT
+69.4%
-123.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -2.2% |
| 7D | -12.5% | -4.2% | -8.3% | -8.1% |
| 30D | -7.4% | -5.8% | -1.6% | -1.1% |
| 3M | -26.1% | -5.2% | -20.8% | -21.6% |
| 6M | -28.3% | +0.1% | -28.4% | -29.1% |
| YTD | -3.7% | +8.2% | -11.9% | -13.9% |
| 1Y | -8.6% | +10.1% | -18.7% | -20.2% |
| All | -53.8% | +69.4% | -123.1% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling