+53.5%
FCG vs VT
+224.5%
-170.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.1% | +0.4% | +1.7% | +1.5% |
| 30D | +13.4% | +1.0% | +12.4% | +12.0% |
| 3M | +6.0% | +2.4% | +3.7% | +2.2% |
| 6M | +11.3% | +12.0% | -0.7% | -5.2% |
| YTD | +35.6% | +15.3% | +20.3% | +11.2% |
| 1Y | +35.1% | +22.6% | +12.5% | +2.4% |
| 3Y | +25.6% | +74.7% | -49.1% | -39.4% |
| 5Y | +149.8% | +66.1% | +83.7% | +29.1% |
| All | +53.5% | +224.5% | -170.9% | -64.5% |
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