+32.6%
FFTY vs VT
+214.9%
-182.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -4.8% | -1.6% | -3.2% | -2.9% |
| 30D | -11.7% | -2.5% | -9.2% | -8.9% |
| 3M | -15.8% | -1.3% | -14.5% | -14.4% |
| 6M | -19.1% | +3.1% | -22.2% | -21.4% |
| YTD | -10.2% | +10.9% | -21.2% | -19.5% |
| 1Y | -21.8% | +12.1% | -33.9% | -30.4% |
| 3Y | +49.5% | +73.9% | -24.4% | -17.9% |
| 5Y | -34.7% | +58.0% | -92.7% | -59.6% |
| 10Y | +55.4% | +225.5% | -170.1% | -54.0% |
| All | +32.6% | +214.9% | -182.3% | -59.6% |
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