-72.6%
FULC vs VT
+131.7%
-204.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | -0.3% | -2.3% | +2.0% | +3.2% |
| 30D | +0.8% | -5.0% | +5.8% | +8.7% |
| 3M | -1.9% | -4.9% | +3.0% | +5.5% |
| 6M | -48.0% | -1.5% | -46.4% | -48.1% |
| YTD | -67.3% | +8.5% | -75.8% | -72.2% |
| 1Y | -51.6% | +11.4% | -63.0% | -61.0% |
| 3Y | +3.1% | +70.1% | -67.0% | -57.7% |
| 5Y | -81.5% | +53.7% | -135.2% | -90.5% |
| All | -72.6% | +131.7% | -204.3% | -94.1% |
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