+63.7%
FFTY vs VT
+224.5%
-160.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.8% | +0.4% | -1.3% | -1.3% |
| 30D | -4.9% | +1.0% | -5.8% | -6.0% |
| 3M | -14.2% | +2.4% | -16.6% | -16.3% |
| 6M | -7.6% | +12.0% | -19.6% | -18.8% |
| YTD | +4.2% | +15.3% | -11.1% | -11.3% |
| 1Y | +4.7% | +22.6% | -17.8% | -16.5% |
| 3Y | +54.8% | +74.7% | -19.8% | -17.1% |
| 5Y | -24.0% | +66.1% | -90.2% | -56.4% |
| All | +63.7% | +224.5% | -160.7% | -56.3% |
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