+55.2%
FCF vs VT
+59.8%
-4.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.2% |
| 30D | +5.5% | -1.7% | +7.2% | +6.8% |
| 3M | -1.8% | -2.3% | +0.5% | -0.3% |
| 6M | +16.1% | +1.5% | +14.6% | +13.9% |
| YTD | +28.1% | +12.0% | +16.1% | +15.3% |
| 1Y | +34.9% | +12.9% | +22.1% | +20.6% |
| 3Y | +86.1% | +74.9% | +11.2% | +14.6% |
| 5Y | +55.2% | +59.9% | -4.7% | +2.4% |
| All | +55.2% | +59.8% | -4.6% | +2.4% |
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 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