+1.6%
FCNCO vs VT
+65.7%
-64.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | +0.5% | -0.2% | +0.7% | +0.5% |
| 3M | +0.8% | +4.5% | -3.8% | -0.9% |
| 6M | -7.0% | +14.1% | -21.0% | -11.6% |
| YTD | +0.5% | +14.8% | -14.3% | -4.8% |
| 1Y | -5.7% | +21.2% | -26.9% | -12.5% |
| 3Y | +17.9% | +76.6% | -58.6% | -7.7% |
| All | +1.6% | +65.7% | -64.2% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling