+39.0%
FFTY vs VT
+214.8%
-175.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -0.6% |
| 7D | -12.2% | -4.2% | -8.0% | -7.5% |
| 30D | -18.8% | -5.8% | -13.0% | -12.6% |
| 3M | -24.1% | -5.2% | -18.9% | -18.8% |
| 6M | -28.1% | +0.1% | -28.3% | -27.7% |
| YTD | -16.9% | +8.2% | -25.1% | -23.4% |
| 1Y | -24.8% | +10.1% | -34.9% | -31.9% |
| 3Y | +38.5% | +69.7% | -31.2% | -22.9% |
| 5Y | -40.6% | +53.4% | -93.9% | -62.4% |
| All | +39.0% | +214.8% | -175.8% | -60.9% |
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