+164.7%
FCVT vs VT
+224.0%
-59.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.1% | -1.6% | -1.5% | -2.1% |
| 30D | -10.8% | -2.5% | -8.3% | -9.3% |
| 3M | -11.3% | -1.3% | -10.0% | -10.4% |
| 6M | -10.6% | +3.1% | -13.7% | -12.0% |
| YTD | +4.1% | +10.9% | -6.8% | -2.0% |
| 1Y | +0.6% | +12.1% | -11.4% | -5.8% |
| 3Y | +53.4% | +73.9% | -20.5% | +10.0% |
| 5Y | +12.5% | +58.0% | -45.4% | -15.1% |
| 10Y | +162.0% | +225.5% | -63.4% | +54.3% |
| All | +164.7% | +224.0% | -59.3% | +55.3% |
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 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