+36.1%
FCOR vs VT
+241.5%
-205.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +2.4% | -1.4% | +3.9% | +2.6% |
| 3M | -0.9% | -1.4% | +0.5% | -0.7% |
| 6M | -0.8% | +5.5% | -6.3% | -1.4% |
| YTD | -1.0% | +12.8% | -13.8% | -2.3% |
| 1Y | -0.6% | +15.4% | -16.1% | -2.2% |
| 3Y | +18.8% | +76.9% | -58.1% | +11.5% |
| 5Y | +0.1% | +60.4% | -60.3% | -5.8% |
| 10Y | +27.8% | +232.8% | -205.0% | +16.1% |
| All | +36.1% | +241.5% | -205.4% | +23.8% |
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