+409.8%
FCFS vs VT
+224.5%
+185.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.9% | +0.4% | +2.5% | +2.5% |
| 30D | +8.7% | +1.0% | +7.7% | +7.8% |
| 3M | +1.6% | +2.4% | -0.7% | -0.4% |
| 6M | +16.1% | +12.0% | +4.1% | +4.5% |
| YTD | +42.4% | +15.3% | +27.1% | +24.7% |
| 1Y | +50.9% | +22.6% | +28.3% | +24.9% |
| 3Y | +154.6% | +74.7% | +79.9% | +48.4% |
| 5Y | +173.1% | +66.1% | +107.0% | +66.4% |
| All | +409.8% | +224.5% | +185.3% | +46.8% |
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