+131.1%
FVCB vs VT
+214.8%
-83.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +0.6% |
| 7D | -4.4% | -4.2% | -0.2% | -0.6% |
| 30D | -7.1% | -5.8% | -1.3% | -1.8% |
| 3M | -13.9% | -5.2% | -8.6% | -9.6% |
| 6M | +4.3% | +0.1% | +4.1% | +3.3% |
| YTD | +19.1% | +8.2% | +10.8% | +9.1% |
| 1Y | +34.3% | +10.1% | +24.2% | +20.9% |
| 3Y | +49.4% | +69.7% | -20.3% | -10.7% |
| 5Y | +2.2% | +53.4% | -51.2% | -33.5% |
| All | +131.1% | +214.8% | -83.7% | -21.1% |
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