+180.3%
FCOM vs VT
+223.7%
-43.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.3% |
| 7D | +6.2% | +0.4% | +5.8% | +5.7% |
| 30D | -4.4% | -2.6% | -1.8% | -2.0% |
| 3M | -2.7% | -3.2% | +0.6% | +0.4% |
| 6M | -7.5% | +0.9% | -8.4% | -8.7% |
| YTD | -5.5% | +11.3% | -16.8% | -15.7% |
| 1Y | +0.7% | +14.0% | -13.3% | -12.3% |
| 3Y | +73.0% | +75.8% | -2.8% | -2.6% |
| 5Y | +31.8% | +57.8% | -26.1% | -17.1% |
| 10Y | +180.3% | +219.8% | -39.5% | -7.9% |
| All | +180.3% | +223.7% | -43.4% | -7.9% |
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 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