-81.6%
FULC vs VT
+53.2%
-134.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +3.2% |
| 7D | -2.4% | -4.2% | +1.8% | +3.3% |
| 30D | -0.3% | -5.8% | +5.5% | +7.9% |
| 3M | -2.4% | -5.2% | +2.9% | +4.6% |
| 6M | -47.6% | +0.1% | -47.7% | -49.0% |
| YTD | -67.5% | +8.2% | -75.7% | -71.9% |
| 1Y | -53.2% | +10.1% | -63.4% | -61.0% |
| 3Y | -5.4% | +69.7% | -75.1% | -57.7% |
| 5Y | -81.6% | +53.4% | -135.0% | -90.3% |
| All | -81.6% | +53.2% | -134.8% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling