-72.1%
FULC vs VT
+141.0%
-213.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -1.9% |
| 7D | +0.5% | -0.3% | +0.8% | +1.0% |
| 30D | +1.6% | -1.4% | +3.1% | +3.8% |
| 3M | -0.8% | -1.4% | +0.6% | +1.0% |
| 6M | -46.3% | +5.5% | -51.8% | -51.9% |
| YTD | -66.7% | +12.8% | -79.5% | -73.3% |
| 1Y | -55.0% | +15.4% | -70.4% | -65.6% |
| 3Y | -3.1% | +76.9% | -80.0% | -62.5% |
| 5Y | -82.2% | +60.4% | -142.6% | -91.4% |
| All | -72.1% | +141.0% | -213.1% | -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 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