+112.3%
FT vs VT
+224.5%
-112.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | -2.0% | +1.0% | -3.0% | -2.5% |
| 3M | -1.4% | +2.4% | -3.8% | -2.8% |
| 6M | -4.1% | +12.0% | -16.1% | -9.9% |
| YTD | +0.3% | +15.3% | -15.0% | -7.3% |
| 1Y | +3.3% | +22.6% | -19.3% | -7.6% |
| 3Y | +41.2% | +74.7% | -33.4% | +3.2% |
| 5Y | +28.9% | +66.1% | -37.2% | -4.3% |
| All | +112.3% | +224.5% | -112.2% | +4.5% |
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