+103.4%
FCPT vs VT
+215.5%
-112.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.4% |
| 7D | +4.2% | -2.3% | +6.5% | +6.3% |
| 30D | +12.0% | -5.0% | +16.9% | +17.1% |
| 3M | -5.1% | -4.9% | -0.2% | -0.9% |
| 6M | -4.5% | -1.5% | -3.0% | -4.5% |
| YTD | +6.8% | +8.5% | -1.7% | -3.6% |
| 1Y | +5.4% | +11.4% | -5.9% | -7.5% |
| 3Y | +26.2% | +70.1% | -43.9% | -31.9% |
| 5Y | +4.5% | +53.7% | -49.2% | -37.3% |
| All | +103.4% | +215.5% | -112.2% | -44.5% |
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