+738.0%
FCAP vs VT
+356.1%
+381.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | +0.9% | -2.5% | +3.4% | +1.5% |
| 3M | -3.7% | -1.3% | -2.4% | -3.4% |
| 6M | +17.5% | +3.1% | +14.4% | +16.6% |
| YTD | +9.0% | +10.9% | -1.9% | +6.4% |
| 1Y | +51.2% | +12.1% | +39.1% | +47.1% |
| 3Y | +180.9% | +73.9% | +107.0% | +148.0% |
| 5Y | +82.5% | +58.0% | +24.5% | +63.6% |
| 10Y | +165.1% | +225.5% | -60.4% | +115.3% |
| All | +738.0% | +356.1% | +381.9% | +692.5% |
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