-2.8%
FCNCP vs VT
+66.2%
-69.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +0.2% | +1.0% | -0.8% | -0.2% |
| 3M | -0.3% | +2.4% | -2.7% | -1.3% |
| 6M | -5.4% | +12.0% | -17.4% | -9.6% |
| YTD | +2.7% | +15.3% | -12.6% | -3.1% |
| 1Y | -2.9% | +22.6% | -25.5% | -10.7% |
| 3Y | +15.6% | +74.7% | -59.1% | -9.1% |
| All | -2.8% | +66.2% | -69.0% | -25.1% |
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