+180.4%
FCOM vs VT
+224.5%
-44.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.3% | +0.4% | -0.2% | -0.2% |
| 30D | +1.3% | +1.0% | +0.4% | +0.4% |
| 3M | -1.4% | +2.4% | -3.8% | -4.0% |
| 6M | -2.3% | +12.0% | -14.3% | -13.1% |
| YTD | -2.1% | +15.3% | -17.5% | -15.6% |
| 1Y | +3.0% | +22.6% | -19.5% | -16.5% |
| 3Y | +78.9% | +74.7% | +4.2% | +1.6% |
| 5Y | +31.1% | +66.1% | -35.0% | -21.3% |
| All | +180.4% | +224.5% | -44.1% | -8.6% |
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