+236.0%
FCOM vs VT
+245.7%
-9.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +2.3% |
| 7D | +1.2% | -4.2% | +5.4% | +5.3% |
| 30D | -9.0% | -5.8% | -3.2% | -3.8% |
| 3M | -5.6% | -5.2% | -0.3% | -0.7% |
| 6M | -9.6% | +0.1% | -9.8% | -10.1% |
| YTD | -8.8% | +8.2% | -17.0% | -16.0% |
| 1Y | -3.9% | +10.1% | -14.0% | -12.9% |
| 3Y | +66.5% | +69.7% | -3.2% | -0.3% |
| 5Y | +26.7% | +53.4% | -26.7% | -16.1% |
| 10Y | +180.9% | +219.2% | -38.3% | +0.9% |
| All | +236.0% | +245.7% | -9.8% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling