-98.9%
FTCI vs VT
+70.0%
-168.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -4.1% |
| 7D | +6.0% | +0.4% | +5.6% | +4.8% |
| 30D | -17.6% | -2.6% | -15.0% | -12.9% |
| 3M | -41.5% | -3.2% | -38.3% | -37.1% |
| 6M | -63.8% | +0.9% | -64.7% | -64.6% |
| YTD | -85.4% | +11.3% | -96.7% | -88.5% |
| 1Y | -80.8% | +14.0% | -94.8% | -85.6% |
| 3Y | -64.7% | +75.8% | -140.5% | -89.9% |
| 5Y | -98.3% | +57.8% | -156.1% | -99.3% |
| All | -98.9% | +70.0% | -168.8% | -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