+520.6%
FTA vs VT
+345.0%
+175.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | +1.9% |
| 7D | +0.3% | -4.2% | +4.5% | +4.1% |
| 30D | +7.0% | -5.8% | +12.8% | +12.6% |
| 3M | +2.3% | -5.2% | +7.5% | +7.0% |
| 6M | +11.2% | +0.1% | +11.1% | +10.2% |
| YTD | +21.8% | +8.2% | +13.5% | +12.1% |
| 1Y | +27.8% | +10.1% | +17.7% | +15.7% |
| 3Y | +68.6% | +69.7% | -1.0% | +2.9% |
| 5Y | +67.8% | +53.4% | +14.4% | +11.8% |
| 10Y | +200.8% | +219.2% | -18.4% | +7.9% |
| All | +520.6% | +345.0% | +175.7% | +77.9% |
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