-99.0%
FTCI vs VT
+71.1%
-170.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -9.7% |
| 7D | +4.3% | -0.7% | +5.0% | +5.8% |
| 30D | -21.3% | -1.7% | -19.6% | -18.6% |
| 3M | -46.3% | -2.3% | -44.0% | -43.6% |
| 6M | -67.3% | +1.5% | -68.9% | -68.6% |
| YTD | -86.8% | +12.0% | -98.8% | -89.8% |
| 1Y | -80.6% | +12.9% | -93.5% | -85.1% |
| 3Y | -67.3% | +74.9% | -142.2% | -90.5% |
| 5Y | -98.4% | +59.9% | -158.3% | -99.4% |
| All | -99.0% | +71.1% | -170.1% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling