-72.3%
FULC vs VT
+139.3%
-211.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -1.2% |
| 7D | -0.8% | -0.7% | -0.1% | 0.0% |
| 30D | -0.3% | -1.7% | +1.5% | +2.1% |
| 3M | +1.4% | -2.3% | +3.7% | +4.3% |
| 6M | -46.6% | +1.5% | -48.1% | -49.2% |
| YTD | -66.9% | +12.0% | -79.0% | -73.3% |
| 1Y | -54.1% | +12.9% | -67.0% | -63.7% |
| 3Y | +6.9% | +74.9% | -68.1% | -58.2% |
| 5Y | -79.5% | +59.9% | -139.5% | -90.2% |
| All | -72.3% | +139.3% | -211.6% | -94.3% |
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