+84.9%
FCAP vs VT
+60.6%
+24.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +1.0% | -1.4% | +2.4% | +1.3% |
| 3M | -0.1% | -1.4% | +1.2% | +0.1% |
| 6M | +22.0% | +5.5% | +16.5% | +20.6% |
| YTD | +10.6% | +12.8% | -2.3% | +8.0% |
| 1Y | +54.1% | +15.4% | +38.6% | +49.6% |
| 3Y | +184.8% | +76.9% | +108.0% | +157.7% |
| 5Y | +84.9% | +60.4% | +24.5% | +77.3% |
| All | +84.9% | +60.6% | +24.3% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling