+2.2%
FTC vs VT
+10.5%
-8.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.0% |
| 7D | -4.5% | -2.3% | -2.2% | -1.3% |
| 30D | -10.5% | -5.0% | -5.5% | -3.7% |
| 3M | -10.8% | -4.9% | -5.9% | -4.1% |
| 6M | -9.1% | -1.5% | -7.6% | -6.6% |
| YTD | +1.4% | +8.5% | -7.1% | -8.3% |
| 1Y | +2.2% | +11.4% | -9.1% | -11.2% |
| All | +2.2% | +10.5% | -8.3% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling