+294.2%
FT vs VT
+345.0%
-50.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.2% |
| 7D | +0.8% | -4.2% | +5.0% | +2.7% |
| 30D | +4.3% | -5.8% | +10.1% | +7.1% |
| 3M | -5.0% | -5.2% | +0.3% | -2.7% |
| 6M | -7.2% | +0.1% | -7.3% | -7.5% |
| YTD | -2.7% | +8.2% | -10.9% | -6.6% |
| 1Y | -1.3% | +10.1% | -11.4% | -6.0% |
| 3Y | +42.4% | +69.7% | -27.3% | +10.0% |
| 5Y | +29.9% | +53.4% | -23.4% | +4.2% |
| 10Y | +117.2% | +219.2% | -102.0% | +23.0% |
| All | +294.2% | +345.0% | -50.8% | +81.8% |
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