+79.5%
FCAP vs VT
+53.2%
+26.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -2.9% |
| 7D | -2.8% | -4.2% | +1.3% | -2.0% |
| 30D | -4.0% | -5.8% | +1.8% | -3.0% |
| 3M | -4.4% | -5.2% | +0.9% | -3.4% |
| 6M | +15.1% | +0.1% | +15.0% | +14.9% |
| YTD | +6.5% | +8.2% | -1.8% | +4.8% |
| 1Y | +42.3% | +10.1% | +32.2% | +39.4% |
| 3Y | +174.3% | +69.7% | +104.6% | +150.0% |
| 5Y | +79.5% | +53.4% | +26.2% | +74.5% |
| All | +79.5% | +53.2% | +26.3% | +74.5% |
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 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