+507.7%
FYC vs VT
+350.4%
+157.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | +0.4% | -1.3% | -1.3% |
| 30D | -3.5% | +1.0% | -4.5% | -4.5% |
| 3M | +1.8% | +2.4% | -0.6% | -0.8% |
| 6M | +18.4% | +12.0% | +6.4% | +4.4% |
| YTD | +24.5% | +15.3% | +9.2% | +6.3% |
| 1Y | +37.4% | +22.6% | +14.8% | +9.8% |
| 3Y | +97.8% | +74.7% | +23.1% | +7.9% |
| 5Y | +65.2% | +66.1% | -1.0% | -3.6% |
| 10Y | +266.1% | +225.0% | +41.1% | +13.0% |
| All | +507.7% | +350.4% | +157.3% | +40.9% |
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