+82.8%
FCPI vs VT
+57.9%
+24.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | -1.6% | +0.3% | +0.1% |
| 30D | -1.9% | -2.5% | +0.6% | +0.4% |
| 3M | +1.0% | -1.3% | +2.3% | +2.2% |
| 6M | +5.8% | +3.1% | +2.7% | +2.7% |
| YTD | +13.3% | +10.9% | +2.4% | +2.6% |
| 1Y | +12.8% | +12.1% | +0.8% | +1.1% |
| 3Y | +77.9% | +73.9% | +4.0% | +5.8% |
| All | +82.8% | +57.9% | +24.9% | +21.7% |
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