+52.3%
FFC vs VT
+224.5%
-172.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | +0.4% | -1.4% | -1.2% |
| 30D | -1.6% | +1.0% | -2.6% | -2.3% |
| 3M | +1.3% | +2.4% | -1.1% | -0.6% |
| 6M | -0.6% | +12.0% | -12.7% | -8.4% |
| YTD | +0.6% | +15.3% | -14.8% | -9.2% |
| 1Y | +4.5% | +22.6% | -18.1% | -9.7% |
| 3Y | +46.1% | +74.7% | -28.6% | -3.3% |
| 5Y | -0.4% | +66.1% | -66.5% | -32.1% |
| All | +52.3% | +224.5% | -172.1% | -39.1% |
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