+2.4%
FCNCP vs VT
+143.3%
-140.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.4% |
| 7D | -0.3% | +0.4% | -0.6% | -0.4% |
| 30D | +0.2% | -2.6% | +2.8% | +1.1% |
| 3M | -9.4% | -3.2% | -6.2% | -8.4% |
| 6M | -13.1% | +0.9% | -14.1% | -13.6% |
| YTD | -7.3% | +11.3% | -18.6% | -11.0% |
| 1Y | -13.6% | +14.0% | -27.6% | -17.8% |
| 3Y | +3.7% | +75.8% | -72.1% | -16.1% |
| 5Y | -12.0% | +57.8% | -69.8% | -27.0% |
| All | +2.4% | +143.3% | -140.8% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling