+167.6%
FCT vs VT
+371.5%
-203.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.6% | +2.0% | -1.4% | -0.2% |
| 30D | +0.9% | +2.0% | -1.1% | +0.1% |
| 3M | +1.2% | +3.9% | -2.7% | -0.5% |
| 6M | +2.4% | +9.3% | -6.9% | -1.7% |
| YTD | +3.1% | +14.7% | -11.6% | -3.1% |
| 1Y | +7.5% | +24.5% | -16.9% | -2.5% |
| 3Y | +35.7% | +74.8% | -39.2% | +5.7% |
| 5Y | +31.6% | +68.4% | -36.8% | +3.2% |
| 10Y | +73.3% | +223.9% | -150.6% | +0.3% |
| All | +167.6% | +371.5% | -203.9% | +28.4% |
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