+40.2%
FSCC vs VT
+46.3%
-6.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.3% | +0.4% | -0.1% | -0.2% |
| 30D | -1.5% | +1.0% | -2.5% | -2.6% |
| 3M | +1.9% | +2.4% | -0.5% | -1.0% |
| 6M | +13.7% | +12.0% | +1.7% | -1.0% |
| YTD | +19.0% | +15.3% | +3.7% | -0.2% |
| 1Y | +22.7% | +22.6% | +0.1% | -4.4% |
| All | +40.2% | +46.3% | -6.1% | -10.6% |
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