+14.5%
FTBD vs VT
+75.8%
-61.2%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.5% | -2.3% | +2.8% | +0.8% |
| 30D | +2.2% | -5.0% | +7.2% | +3.0% |
| 3M | -0.5% | -4.9% | +4.3% | +0.1% |
| 6M | -1.1% | -1.5% | +0.4% | -1.0% |
| YTD | +0.1% | +8.5% | -8.3% | -1.1% |
| 1Y | +0.4% | +11.4% | -11.0% | -1.2% |
| 3Y | +18.1% | +70.1% | -52.0% | +7.3% |
| All | +14.5% | +75.8% | -61.2% | +5.1% |
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