+29.1%
FCT vs VT
+65.3%
-36.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.6% | +2.0% | -1.4% | -0.1% |
| 30D | +0.9% | +2.0% | -1.1% | +0.2% |
| 3M | +1.2% | +3.9% | -2.7% | -0.2% |
| 6M | +2.4% | +9.3% | -6.9% | -1.1% |
| YTD | +3.1% | +14.7% | -11.6% | -2.2% |
| 1Y | +7.5% | +24.5% | -16.9% | -1.2% |
| 3Y | +35.7% | +74.8% | -39.2% | +8.4% |
| All | +29.1% | +65.3% | -36.2% | +3.0% |
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