-30.8%
FOCL vs VT
+66.2%
-97.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.7% | +0.4% | -4.2% | -3.9% |
| 30D | -31.9% | +1.0% | -32.8% | -32.2% |
| 3M | -10.2% | +2.4% | -12.6% | -11.4% |
| 6M | -2.4% | +12.0% | -14.4% | -8.3% |
| YTD | +26.1% | +15.3% | +10.8% | +17.4% |
| 1Y | +64.7% | +22.6% | +42.1% | +49.2% |
| 3Y | -46.9% | +74.7% | -121.5% | -57.9% |
| All | -30.8% | +66.2% | -97.0% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling