+159.9%
FVCB vs VT
+224.5%
-64.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +2.5% | +0.4% | +2.0% | +2.0% |
| 30D | -1.4% | +1.0% | -2.4% | -2.4% |
| 3M | +17.2% | +2.4% | +14.9% | +14.1% |
| 6M | +22.5% | +12.0% | +10.5% | +9.2% |
| YTD | +36.3% | +15.3% | +20.9% | +18.0% |
| 1Y | +40.7% | +22.6% | +18.2% | +14.7% |
| 3Y | +54.9% | +74.7% | -19.8% | -9.2% |
| 5Y | +21.5% | +66.1% | -44.6% | -26.4% |
| All | +159.9% | +224.5% | -64.6% | -14.0% |
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