+751.3%
FCAP vs VT
+374.2%
+377.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | -0.5% | +1.0% | -1.5% | -0.7% |
| 3M | +4.0% | +2.4% | +1.6% | +3.3% |
| 6M | +23.7% | +12.0% | +11.7% | +20.5% |
| YTD | +10.8% | +15.3% | -4.6% | +7.2% |
| 1Y | +52.7% | +22.6% | +30.1% | +45.7% |
| 3Y | +114.4% | +74.7% | +39.7% | +89.2% |
| 5Y | +78.3% | +66.1% | +12.1% | +58.1% |
| 10Y | +169.8% | +225.0% | -55.2% | +117.4% |
| All | +751.3% | +374.2% | +377.1% | +698.6% |
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