+14.5%
FTBD vs VT
+75.4%
-60.8%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.6% |
| 7D | +0.7% | -4.2% | +4.9% | +1.3% |
| 30D | +2.1% | -5.8% | +7.9% | +2.9% |
| 3M | -0.8% | -5.2% | +4.5% | -0.1% |
| 6M | -0.7% | +0.1% | -0.8% | -0.7% |
| YTD | +0.1% | +8.2% | -8.1% | -1.1% |
| 1Y | +0.8% | +10.1% | -9.3% | -0.7% |
| 3Y | +17.4% | +69.7% | -52.2% | +6.7% |
| All | +14.5% | +75.4% | -60.8% | +5.2% |
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