+186.3%
FCF vs VT
+215.5%
-29.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.4% |
| 7D | +0.2% | -2.3% | +2.6% | +2.5% |
| 30D | +6.0% | -5.0% | +10.9% | +11.3% |
| 3M | -1.2% | -4.9% | +3.7% | +3.5% |
| 6M | +14.8% | -1.5% | +16.4% | +15.5% |
| YTD | +27.5% | +8.5% | +19.1% | +15.3% |
| 1Y | +39.0% | +11.4% | +27.6% | +22.0% |
| 3Y | +75.9% | +70.1% | +5.8% | -2.1% |
| 5Y | +55.9% | +53.7% | +2.2% | -3.3% |
| All | +186.3% | +215.5% | -29.2% | -16.4% |
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