+363.8%
FCN vs VT
+217.6%
+146.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +44.9% | -3.1% | +48.0% | +46.5% |
| 3M | +30.8% | -3.5% | +34.3% | +32.4% |
| 6M | +20.4% | +0.5% | +19.9% | +19.5% |
| YTD | +15.5% | +10.8% | +4.7% | +9.5% |
| 1Y | +21.1% | +11.9% | +9.2% | +14.2% |
| 3Y | -10.7% | +73.0% | -83.6% | -31.5% |
| 5Y | +37.9% | +58.6% | -20.7% | +9.7% |
| 10Y | +363.8% | +219.2% | +144.6% | +112.6% |
| All | +363.8% | +217.6% | +146.1% | +112.6% |
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