+121.1%
FT vs VT
+223.7%
-102.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.2% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | +5.4% | -2.6% | +8.0% | +6.7% |
| 3M | -2.5% | -3.2% | +0.7% | -1.0% |
| 6M | -3.1% | +0.9% | -4.0% | -3.8% |
| YTD | -1.0% | +11.3% | -12.3% | -6.9% |
| 1Y | +0.7% | +14.0% | -13.3% | -6.5% |
| 3Y | +48.4% | +75.8% | -27.4% | +7.8% |
| 5Y | +31.6% | +57.8% | -26.3% | +0.4% |
| 10Y | +121.1% | +219.8% | -98.7% | +11.7% |
| All | +121.1% | +223.7% | -102.6% | +11.7% |
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