+1,321.1%
FCFS vs VT
+356.1%
+965.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.9% | -1.6% | +6.5% | +6.3% |
| 30D | -7.5% | -2.5% | -5.0% | -5.4% |
| 3M | -6.9% | -1.3% | -5.6% | -5.7% |
| 6M | -11.2% | +3.1% | -14.3% | -13.2% |
| YTD | +22.8% | +10.9% | +11.9% | +12.6% |
| 1Y | +23.5% | +12.1% | +11.5% | +12.4% |
| 3Y | +84.4% | +73.9% | +10.5% | +15.6% |
| 5Y | +138.5% | +58.0% | +80.5% | +61.3% |
| 10Y | +393.0% | +225.5% | +167.6% | +89.0% |
| All | +1,321.1% | +356.1% | +965.0% | +296.0% |
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