+514.1%
FTA vs VT
+374.2%
+140.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +0.4% | -0.8% | -0.7% |
| 30D | +1.2% | +1.0% | +0.3% | +0.3% |
| 3M | +7.4% | +2.4% | +5.1% | +4.8% |
| 6M | +10.2% | +12.0% | -1.8% | -1.2% |
| YTD | +20.5% | +15.3% | +5.2% | +5.1% |
| 1Y | +26.3% | +22.6% | +3.7% | +4.2% |
| 3Y | +61.6% | +74.7% | -13.1% | -3.6% |
| 5Y | +69.8% | +66.1% | +3.7% | +5.6% |
| 10Y | +193.5% | +225.0% | -31.5% | +3.7% |
| All | +514.1% | +374.2% | +140.0% | +66.8% |
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