+32.7%
FCOM vs VT
+57.0%
-24.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.0% |
| 7D | +3.6% | +2.4% | +1.3% | +1.0% |
| 30D | -4.0% | -1.5% | -2.5% | -2.5% |
| 3M | -2.6% | -4.1% | +1.5% | +1.8% |
| 6M | -6.6% | +0.6% | -7.2% | -7.6% |
| YTD | -4.8% | +11.0% | -15.9% | -16.0% |
| 1Y | +1.9% | +13.3% | -11.4% | -12.2% |
| 3Y | +72.9% | +73.4% | -0.5% | -9.5% |
| All | +32.7% | +57.0% | -24.4% | -21.7% |
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 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