+194.8%
FCVT vs VT
+236.8%
-42.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -2.2% | +1.0% | -3.2% | -2.8% |
| 3M | -8.0% | +2.4% | -10.4% | -9.2% |
| 6M | +9.3% | +12.0% | -2.7% | +2.1% |
| YTD | +15.9% | +15.3% | +0.6% | +6.4% |
| 1Y | +24.0% | +22.6% | +1.4% | +9.8% |
| 3Y | +61.5% | +74.7% | -13.2% | +15.2% |
| 5Y | +27.7% | +66.1% | -38.5% | -6.7% |
| 10Y | +180.0% | +225.0% | -45.0% | +60.4% |
| All | +194.8% | +236.8% | -42.0% | +68.5% |
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 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