+124.1%
FT vs VT
+221.8%
-97.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -0.1% | +2.4% | -2.5% | -1.3% |
| 30D | +4.9% | -1.5% | +6.4% | +5.6% |
| 3M | -4.6% | -4.1% | -0.5% | -2.6% |
| 6M | -5.4% | +0.6% | -6.0% | -6.0% |
| YTD | -2.6% | +11.0% | -13.6% | -8.3% |
| 1Y | -3.0% | +13.3% | -16.3% | -9.6% |
| 3Y | +43.3% | +73.4% | -30.1% | +4.9% |
| 5Y | +29.2% | +57.4% | -28.3% | -1.3% |
| All | +124.1% | +221.8% | -97.6% | +14.5% |
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