+353.1%
FCCO vs VT
+374.2%
-21.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.8% | +0.4% | +2.3% | +2.7% |
| 30D | +0.3% | +1.0% | -0.7% | 0.0% |
| 3M | +12.8% | +2.4% | +10.4% | +12.0% |
| 6M | +20.8% | +12.0% | +8.8% | +17.4% |
| YTD | +18.4% | +15.3% | +3.0% | +14.2% |
| 1Y | +27.3% | +22.6% | +4.7% | +21.0% |
| 3Y | +112.3% | +74.7% | +37.7% | +87.4% |
| 5Y | +94.2% | +66.1% | +28.0% | +72.2% |
| 10Y | +192.1% | +225.0% | -32.9% | +133.6% |
| All | +353.1% | +374.2% | -21.0% | +291.5% |
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 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