+213.6%
FCPT vs VT
+223.7%
-10.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.0% | +3.7% |
| 7D | +6.7% | -4.2% | +10.8% | +10.7% |
| 30D | +11.8% | -5.8% | +17.6% | +17.7% |
| 3M | -4.8% | -5.2% | +0.5% | -0.4% |
| 6M | -2.4% | +0.1% | -2.5% | -3.9% |
| YTD | +8.1% | +8.2% | -0.2% | -1.8% |
| 1Y | +5.6% | +10.1% | -4.5% | -5.8% |
| 3Y | +26.2% | +69.7% | -43.4% | -29.7% |
| 5Y | +5.7% | +53.4% | -47.6% | -35.1% |
| 10Y | +103.8% | +219.2% | -115.4% | -39.2% |
| All | +213.6% | +223.7% | -10.1% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling