+607.5%
FTC vs VT
+374.2%
+233.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.3% | +0.4% | -0.8% | -0.7% |
| 30D | -3.4% | +1.0% | -4.4% | -4.2% |
| 3M | -5.4% | +2.4% | -7.8% | -7.0% |
| 6M | +9.4% | +12.0% | -2.6% | -0.3% |
| YTD | +10.9% | +15.3% | -4.4% | -1.4% |
| 1Y | +13.1% | +22.6% | -9.5% | -4.4% |
| 3Y | +74.4% | +74.7% | -0.2% | +10.1% |
| 5Y | +52.2% | +66.1% | -14.0% | +0.9% |
| 10Y | +262.8% | +225.0% | +37.8% | +45.0% |
| All | +607.5% | +374.2% | +233.3% | +113.4% |
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