+221.7%
FCBC vs VT
+363.9%
-142.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -1.3% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -2.1% | -1.4% | -0.7% | -0.9% |
| 3M | -3.6% | -1.4% | -2.2% | -2.5% |
| 6M | +12.5% | +5.5% | +7.0% | +5.4% |
| YTD | +46.4% | +12.8% | +33.6% | +27.2% |
| 1Y | +54.6% | +15.4% | +39.1% | +31.0% |
| 3Y | +62.7% | +76.9% | -14.2% | -12.1% |
| 5Y | +77.8% | +60.4% | +17.4% | +4.3% |
| 10Y | +221.1% | +232.8% | -11.7% | -13.9% |
| All | +221.7% | +363.9% | -142.2% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling