-71.1%
FCG vs VT
+374.2%
-445.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| 3M | +6.0% | +2.4% | +3.7% | +1.8% |
| 6M | +11.3% | +12.0% | -0.7% | -6.4% |
| YTD | +35.6% | +15.3% | +20.3% | +9.6% |
| 1Y | +35.1% | +22.6% | +12.5% | +0.7% |
| 3Y | +25.6% | +74.7% | -49.1% | -41.1% |
| 5Y | +149.8% | +66.1% | +83.7% | +24.8% |
| 10Y | +55.9% | +225.0% | -169.1% | -65.8% |
| All | -71.1% | +374.2% | -445.3% | -96.5% |
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 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