+398.9%
FFC vs VT
+345.0%
+53.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +1.5% |
| 7D | -1.0% | -4.2% | +3.2% | +2.3% |
| 30D | -0.5% | -5.8% | +5.3% | +4.2% |
| 3M | -7.2% | -5.2% | -2.0% | -3.3% |
| 6M | -5.5% | +0.1% | -5.6% | -6.0% |
| YTD | -5.2% | +8.2% | -13.4% | -11.6% |
| 1Y | -5.4% | +10.1% | -15.6% | -13.2% |
| 3Y | +35.9% | +69.7% | -33.7% | -13.2% |
| 5Y | -5.5% | +53.4% | -58.9% | -35.6% |
| 10Y | +53.5% | +219.2% | -165.7% | -45.0% |
| All | +398.9% | +345.0% | +53.9% | +13.4% |
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