+56.2%
FCF vs VT
+53.2%
+3.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +1.1% |
| 7D | +0.3% | -4.2% | +4.5% | +3.6% |
| 30D | +5.1% | -5.8% | +10.9% | +9.9% |
| 3M | -2.1% | -5.2% | +3.1% | +1.8% |
| 6M | +14.9% | +0.1% | +14.8% | +13.8% |
| YTD | +27.7% | +8.2% | +19.5% | +18.1% |
| 1Y | +37.4% | +10.1% | +27.3% | +25.1% |
| 3Y | +73.9% | +69.7% | +4.2% | +9.7% |
| 5Y | +56.2% | +53.4% | +2.8% | +7.9% |
| All | +56.2% | +53.2% | +3.0% | +7.9% |
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 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