+49.3%
FCLD vs VT
+62.6%
-13.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | 0.0% |
| 7D | -8.5% | -2.3% | -6.2% | -5.3% |
| 30D | -16.0% | -5.0% | -11.0% | -9.3% |
| 3M | -6.4% | -4.9% | -1.5% | +0.9% |
| 6M | +11.3% | -1.5% | +12.9% | +14.0% |
| YTD | +27.8% | +8.5% | +19.4% | +13.0% |
| 1Y | +24.6% | +11.4% | +13.2% | +5.9% |
| 3Y | +102.9% | +70.1% | +32.8% | -7.4% |
| 5Y | +40.8% | +53.7% | -13.0% | -24.0% |
| All | +49.3% | +62.6% | -13.3% | -24.3% |
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