+5.7%
FCPT vs VT
+53.2%
-47.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.0% | +1.8% |
| 7D | +6.7% | -4.2% | +10.8% | +8.7% |
| 30D | +11.8% | -5.8% | +17.6% | +14.8% |
| 3M | -4.8% | -5.2% | +0.5% | -2.5% |
| 6M | -2.4% | +0.1% | -2.5% | -3.2% |
| YTD | +8.1% | +8.2% | -0.2% | +2.6% |
| 1Y | +5.6% | +10.1% | -4.5% | -0.7% |
| 3Y | +26.2% | +69.7% | -43.4% | -9.5% |
| 5Y | +5.7% | +53.4% | -47.6% | -18.0% |
| All | +5.7% | +53.2% | -47.5% | -18.0% |
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