-44.9%
FOCL vs VT
+53.4%
-98.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.2% | -22.1% | -22.0% |
| 7D | -20.6% | -2.3% | -18.3% | -19.6% |
| 30D | -20.8% | -5.0% | -15.8% | -18.6% |
| 3M | -45.6% | -4.9% | -40.7% | -44.2% |
| 6M | -7.8% | -1.5% | -6.2% | -7.3% |
| YTD | +0.9% | +8.5% | -7.6% | -3.3% |
| 1Y | +66.8% | +11.4% | +55.5% | +57.8% |
| 3Y | -53.6% | +70.1% | -123.7% | -62.9% |
| All | -44.9% | +53.4% | -98.3% | -56.2% |
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