+718.3%
FCAP vs VT
+345.0%
+373.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -2.8% |
| 7D | -2.8% | -4.2% | +1.3% | -1.9% |
| 30D | -4.0% | -5.8% | +1.8% | -2.8% |
| 3M | -4.4% | -5.2% | +0.9% | -3.2% |
| 6M | +15.1% | +0.1% | +15.0% | +14.9% |
| YTD | +6.5% | +8.2% | -1.8% | +4.5% |
| 1Y | +42.3% | +10.1% | +32.2% | +39.0% |
| 3Y | +174.3% | +69.7% | +104.6% | +143.5% |
| 5Y | +79.5% | +53.4% | +26.2% | +62.0% |
| 10Y | +158.9% | +219.2% | -60.3% | +111.4% |
| All | +718.3% | +345.0% | +373.3% | +678.2% |
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