+158.9%
FCAP vs VT
+214.8%
-55.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -1.5% |
| 7D | -2.8% | -4.2% | +1.3% | -0.5% |
| 30D | -4.0% | -5.8% | +1.8% | -0.8% |
| 3M | -4.4% | -5.2% | +0.9% | -1.5% |
| 6M | +15.1% | +0.1% | +15.0% | +14.5% |
| YTD | +6.5% | +8.2% | -1.8% | +1.0% |
| 1Y | +42.3% | +10.1% | +32.2% | +33.4% |
| 3Y | +174.3% | +69.7% | +104.6% | +95.1% |
| 5Y | +79.5% | +53.4% | +26.2% | +35.7% |
| All | +158.9% | +214.8% | -55.9% | +36.1% |
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