+38.3%
FOCL vs VT
+374.2%
-335.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.7% | +0.4% | -4.2% | -4.0% |
| 30D | -31.9% | +1.0% | -32.8% | -32.3% |
| 3M | -10.2% | +2.4% | -12.6% | -11.7% |
| 6M | -2.4% | +12.0% | -14.4% | -9.1% |
| YTD | +26.1% | +15.3% | +10.8% | +16.1% |
| 1Y | +64.7% | +22.6% | +42.1% | +46.3% |
| 3Y | -46.9% | +74.7% | -121.5% | -61.5% |
| 5Y | -34.5% | +66.1% | -100.7% | -52.0% |
| 10Y | +43.6% | +225.0% | -181.4% | -26.8% |
| All | +38.3% | +374.2% | -335.9% | -36.5% |
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