+21.0%
FCTE vs VT
+43.2%
-22.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | -1.2% | -0.1% | -1.0% | -0.9% |
| 30D | -0.8% | -3.1% | +2.3% | +2.3% |
| 3M | -1.7% | -3.5% | +1.8% | +1.9% |
| 6M | +11.1% | +0.5% | +10.6% | +10.4% |
| YTD | +19.2% | +10.8% | +8.4% | +7.3% |
| 1Y | +19.9% | +11.9% | +8.0% | +6.8% |
| All | +21.0% | +43.2% | -22.2% | -16.3% |
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