+578.5%
FTC vs VT
+363.9%
+214.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.4% |
| 7D | -3.4% | -0.3% | -3.1% | -3.1% |
| 30D | -6.3% | -1.4% | -4.9% | -5.1% |
| 3M | -7.6% | -1.4% | -6.2% | -6.3% |
| 6M | -0.9% | +5.5% | -6.4% | -4.9% |
| YTD | +6.4% | +12.8% | -6.4% | -3.5% |
| 1Y | +6.6% | +15.4% | -8.9% | -5.1% |
| 3Y | +74.8% | +76.9% | -2.1% | +9.2% |
| 5Y | +42.6% | +60.4% | -17.8% | -2.6% |
| 10Y | +276.5% | +232.8% | +43.7% | +48.4% |
| All | +578.5% | +363.9% | +214.6% | +108.8% |
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