+141.6%
FCFS vs VT
+57.9%
+83.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.9% | -1.6% | +6.5% | +6.2% |
| 30D | -7.5% | -2.5% | -5.0% | -5.6% |
| 3M | -6.9% | -1.3% | -5.6% | -5.8% |
| 6M | -11.2% | +3.1% | -14.3% | -12.9% |
| YTD | +22.8% | +10.9% | +11.9% | +13.9% |
| 1Y | +23.5% | +12.1% | +11.5% | +13.8% |
| 3Y | +84.4% | +73.9% | +10.5% | +17.7% |
| All | +141.6% | +57.9% | +83.7% | +58.4% |
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