+160.9%
FCVT vs VT
+226.2%
-65.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.1% | -1.6% | -1.5% | -2.0% |
| 30D | -10.8% | -2.5% | -8.3% | -9.2% |
| 3M | -11.3% | -1.3% | -10.0% | -10.3% |
| 6M | -10.6% | +3.1% | -13.7% | -12.1% |
| YTD | +4.1% | +10.9% | -6.8% | -2.6% |
| 1Y | +0.6% | +12.1% | -11.4% | -6.4% |
| 3Y | +53.4% | +73.9% | -20.5% | +6.1% |
| 5Y | +12.5% | +58.0% | -45.4% | -17.5% |
| All | +160.9% | +226.2% | -65.4% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling