+147.5%
FCPI vs VT
+121.6%
+25.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | +0.2% |
| 7D | -4.1% | -4.2% | +0.1% | -0.1% |
| 30D | -5.2% | -5.8% | +0.6% | +0.3% |
| 3M | -2.9% | -5.2% | +2.3% | +2.2% |
| 6M | +2.3% | +0.1% | +2.2% | +1.9% |
| YTD | +10.5% | +8.2% | +2.3% | +2.0% |
| 1Y | +10.2% | +10.1% | 0.0% | 0.0% |
| 3Y | +73.5% | +69.7% | +3.8% | +3.1% |
| 5Y | +76.4% | +53.4% | +23.0% | +15.8% |
| All | +147.5% | +121.6% | +25.9% | +12.5% |
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