+250.4%
FCOM price history and return analytics
+257.9%
-7.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.5% |
| 7D | +2.6% | -0.7% | +3.3% | +3.2% |
| 30D | -4.9% | -1.7% | -3.1% | -3.3% |
| 3M | -1.5% | -2.3% | +0.8% | +0.6% |
| 6M | -5.3% | +1.5% | -6.8% | -7.0% |
| YTD | -4.9% | +12.0% | -16.9% | -15.2% |
| 1Y | -0.8% | +12.9% | -13.6% | -12.2% |
| 3Y | +72.4% | +74.9% | -2.5% | +0.3% |
| 5Y | +34.7% | +59.9% | -25.2% | -14.2% |
| 10Y | +185.9% | +224.6% | -38.7% | +0.8% |
| All | +250.4% | +257.9% | -7.5% | +13.5% |
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