+67.3%
FCOM vs VT
+69.4%
-2.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +2.2% |
| 7D | +1.2% | -4.2% | +5.4% | +5.2% |
| 30D | -9.0% | -5.8% | -3.2% | -3.9% |
| 3M | -5.6% | -5.2% | -0.3% | -0.8% |
| 6M | -9.6% | +0.1% | -9.8% | -10.2% |
| YTD | -8.8% | +8.2% | -17.0% | -16.5% |
| 1Y | -3.9% | +10.1% | -14.0% | -13.5% |
| All | +67.3% | +69.4% | -2.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling