+12.0%
FCVT vs VT
+60.6%
-48.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.4% |
| 30D | -10.9% | -1.4% | -9.5% | -9.9% |
| 3M | -13.4% | -1.4% | -12.0% | -12.5% |
| 6M | -11.4% | +5.5% | -16.9% | -14.4% |
| YTD | +3.9% | +12.8% | -9.0% | -4.2% |
| 1Y | +2.8% | +15.4% | -12.6% | -6.6% |
| 3Y | +53.1% | +76.9% | -23.8% | +4.1% |
| 5Y | +12.0% | +60.4% | -48.4% | -15.5% |
| All | +12.0% | +60.6% | -48.6% | -15.5% |
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