+83.3%
FCA vs VT
+215.5%
-132.2%
-42.5%
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 | +2.1% | -2.3% | +4.4% | +4.0% |
| 30D | -5.3% | -5.0% | -0.4% | -1.6% |
| 3M | -8.5% | -4.9% | -3.6% | -5.0% |
| 6M | -23.3% | -1.5% | -21.7% | -22.5% |
| YTD | -10.0% | +8.5% | -18.5% | -15.8% |
| 1Y | -12.2% | +11.4% | -23.6% | -19.6% |
| 3Y | +52.0% | +70.1% | -18.0% | +0.3% |
| 5Y | +15.1% | +53.7% | -38.7% | -18.5% |
| All | +83.3% | +215.5% | -132.2% | -23.2% |
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