+41.7%
FOCL vs VT
+345.0%
-303.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +0.3% |
| 7D | +1.9% | -4.2% | +6.1% | +4.5% |
| 30D | -0.5% | -5.8% | +5.3% | +3.2% |
| 3M | -30.2% | -5.2% | -25.0% | -28.0% |
| 6M | +23.2% | +0.1% | +23.1% | +22.7% |
| YTD | +29.2% | +8.2% | +20.9% | +23.4% |
| 1Y | +104.3% | +10.1% | +94.2% | +93.1% |
| 3Y | -40.1% | +69.7% | -109.8% | -55.9% |
| 5Y | -25.4% | +53.4% | -78.8% | -42.6% |
| 10Y | +57.4% | +219.2% | -161.8% | -18.5% |
| All | +41.7% | +345.0% | -303.3% | -32.5% |
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