+13.6%
FCA vs VT
+57.4%
-43.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -2.2% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | -6.3% | -2.6% | -3.7% | -4.6% |
| 3M | -10.0% | -3.2% | -6.7% | -8.0% |
| 6M | -24.9% | +0.9% | -25.8% | -25.4% |
| YTD | -10.4% | +11.3% | -21.7% | -17.0% |
| 1Y | -12.3% | +14.0% | -26.3% | -20.1% |
| 3Y | +53.9% | +75.8% | -21.9% | +5.9% |
| 5Y | +13.6% | +57.8% | -44.2% | -19.5% |
| All | +13.6% | +57.4% | -43.7% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling