+79.5%
FOCT vs VT
+103.1%
-23.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -0.4% |
| 7D | -3.1% | -4.2% | +1.1% | -0.5% |
| 30D | -2.4% | -5.8% | +3.4% | +1.2% |
| 3M | -0.2% | -5.2% | +5.1% | +3.1% |
| 6M | +4.2% | +0.1% | +4.1% | +3.8% |
| YTD | +8.8% | +8.2% | +0.5% | +3.0% |
| 1Y | +10.1% | +10.1% | 0.0% | +3.1% |
| 3Y | +44.8% | +69.7% | -24.9% | +2.0% |
| 5Y | +50.5% | +53.4% | -2.9% | +10.0% |
| All | +79.5% | +103.1% | -23.6% | +7.8% |
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