+51.6%
FFTY vs VT
+231.8%
-180.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -3.9% |
| 7D | -6.9% | -0.3% | -6.6% | -6.7% |
| 30D | -14.4% | -1.4% | -12.9% | -12.8% |
| 3M | -19.3% | -1.4% | -17.9% | -17.9% |
| 6M | -21.0% | +5.5% | -26.4% | -25.5% |
| YTD | -11.8% | +12.8% | -24.7% | -22.9% |
| 1Y | -19.0% | +15.4% | -34.4% | -30.8% |
| 3Y | +46.8% | +76.9% | -30.0% | -22.4% |
| 5Y | -36.8% | +60.4% | -97.2% | -62.2% |
| 10Y | +51.6% | +232.8% | -181.2% | -60.9% |
| All | +51.6% | +231.8% | -180.2% | -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