+281.1%
FCF vs VT
+363.9%
-82.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | -0.3% |
| 7D | +3.3% | -0.3% | +3.6% | +3.6% |
| 30D | +5.5% | -1.4% | +7.0% | +7.1% |
| 3M | -1.4% | -1.4% | 0.0% | -0.1% |
| 6M | +18.2% | +5.5% | +12.8% | +10.3% |
| YTD | +30.3% | +12.8% | +17.5% | +12.1% |
| 1Y | +42.1% | +15.4% | +26.7% | +19.0% |
| 3Y | +77.4% | +76.9% | +0.6% | -8.8% |
| 5Y | +62.5% | +60.4% | +2.1% | -7.9% |
| 10Y | +194.0% | +232.8% | -38.8% | -27.2% |
| All | +281.1% | +363.9% | -82.8% | -21.1% |
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 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