+267.0%
FYC vs VT
+223.7%
+43.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +0.4% |
| 7D | +2.0% | +0.4% | +1.7% | +1.6% |
| 30D | -0.2% | -2.6% | +2.4% | +3.2% |
| 3M | -6.4% | -3.2% | -3.2% | -2.4% |
| 6M | +0.7% | +0.9% | -0.3% | -0.4% |
| YTD | +19.9% | +11.3% | +8.6% | +5.0% |
| 1Y | +25.0% | +14.0% | +11.0% | +6.4% |
| 3Y | +117.5% | +75.8% | +41.6% | +9.0% |
| 5Y | +46.3% | +57.8% | -11.6% | -15.1% |
| 10Y | +267.0% | +219.8% | +47.2% | -6.6% |
| All | +267.0% | +223.7% | +43.3% | -6.6% |
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