+36.7%
FCOR vs VT
+249.1%
-212.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -0.5% | +1.0% | -1.5% | -0.6% |
| 3M | -1.2% | +2.4% | -3.5% | -1.4% |
| 6M | -1.4% | +12.0% | -13.4% | -2.6% |
| YTD | -0.6% | +15.3% | -16.0% | -2.2% |
| 1Y | +1.0% | +22.6% | -21.6% | -1.3% |
| 3Y | +17.2% | +74.7% | -57.5% | +10.1% |
| 5Y | 0.0% | +66.1% | -66.2% | -6.2% |
| 10Y | +26.8% | +225.0% | -198.2% | +14.8% |
| All | +36.7% | +249.1% | -212.4% | +23.9% |
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 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