+3.8%
FOCL vs VT
+221.8%
-217.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.5% |
| 7D | -2.1% | +2.4% | -4.5% | -3.7% |
| 30D | -18.5% | -1.5% | -17.0% | -17.6% |
| 3M | -29.8% | -4.1% | -25.7% | -27.6% |
| 6M | -21.9% | +0.6% | -22.4% | -22.5% |
| YTD | -1.2% | +11.0% | -12.3% | -8.5% |
| 1Y | +53.3% | +13.3% | +40.0% | +39.9% |
| 3Y | -23.2% | +73.4% | -96.6% | -48.5% |
| 5Y | -44.3% | +57.4% | -101.8% | -60.2% |
| All | +3.8% | +221.8% | -217.9% | -57.4% |
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 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