+112.7%
FCPT vs VT
+223.7%
-111.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.9% |
| 7D | +1.5% | +0.4% | +1.1% | +1.0% |
| 30D | +11.3% | -2.6% | +13.9% | +13.7% |
| 3M | -4.7% | -3.2% | -1.4% | -2.1% |
| 6M | -3.1% | +0.9% | -4.0% | -5.3% |
| YTD | +7.5% | +11.3% | -3.8% | -5.4% |
| 1Y | +4.1% | +14.0% | -9.9% | -10.6% |
| 3Y | +28.4% | +75.8% | -47.5% | -33.0% |
| 5Y | +6.2% | +57.8% | -51.6% | -37.9% |
| 10Y | +112.7% | +219.8% | -107.1% | -43.5% |
| All | +112.7% | +223.7% | -111.0% | -43.5% |
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