+83.1%
FCFS vs VT
+73.6%
+9.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.9% | -1.6% | +6.5% | +5.9% |
| 30D | -7.5% | -2.5% | -5.0% | -6.1% |
| 3M | -6.9% | -1.3% | -5.6% | -6.0% |
| 6M | -11.2% | +3.1% | -14.3% | -12.2% |
| YTD | +22.8% | +10.9% | +11.9% | +17.1% |
| 1Y | +23.5% | +12.1% | +11.5% | +17.1% |
| All | +83.1% | +73.6% | +9.5% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling