+91.8%
FCF vs VT
+66.2%
+25.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +2.8% | +1.0% | +1.8% | +2.0% |
| 30D | -1.9% | -0.2% | -1.7% | -1.7% |
| 3M | +10.7% | +4.5% | +6.2% | +6.5% |
| 6M | +24.3% | +14.1% | +10.2% | +10.6% |
| YTD | +27.8% | +14.8% | +13.1% | +13.1% |
| 1Y | +22.4% | +21.2% | +1.2% | +3.1% |
| 3Y | +86.0% | +76.6% | +9.4% | +13.4% |
| 5Y | +91.8% | +66.6% | +25.2% | +25.1% |
| All | +91.8% | +66.2% | +25.6% | +25.1% |
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