+87.3%
FCA vs VT
+222.7%
-135.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -2.0% | +2.9% | -4.9% | -4.2% |
| 30D | -6.5% | -2.5% | -4.0% | -4.8% |
| 3M | -10.7% | -3.3% | -7.4% | -8.5% |
| 6M | -26.1% | +1.5% | -27.6% | -27.1% |
| YTD | -11.8% | +11.4% | -23.2% | -19.1% |
| 1Y | -15.5% | +11.9% | -27.4% | -22.8% |
| 3Y | +50.8% | +73.9% | -23.0% | -2.3% |
| 5Y | +9.7% | +57.9% | -48.2% | -24.0% |
| All | +87.3% | +222.7% | -135.4% | -24.9% |
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