-74.2%
FCG vs VT
+345.0%
-419.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +2.4% |
| 7D | -13.1% | -4.2% | -8.9% | -8.7% |
| 30D | -5.9% | -5.8% | -0.1% | +0.9% |
| 3M | +1.3% | -5.2% | +6.6% | +7.4% |
| 6M | -10.0% | +0.1% | -10.1% | -12.3% |
| YTD | +21.2% | +8.2% | +13.0% | +5.3% |
| 1Y | +28.0% | +10.1% | +17.9% | +8.5% |
| 3Y | +13.6% | +69.7% | -56.1% | -45.1% |
| 5Y | +69.9% | +53.4% | +16.5% | -6.9% |
| 10Y | +54.6% | +219.2% | -164.6% | -65.7% |
| All | -74.2% | +345.0% | -419.2% | -96.7% |
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