-98.9%
FTCI vs VT
+69.2%
-168.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.4% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | -19.7% | -3.1% | -16.6% | -14.1% |
| 3M | -45.2% | -3.5% | -41.7% | -40.7% |
| 6M | -64.7% | +0.5% | -65.2% | -65.1% |
| YTD | -85.8% | +10.8% | -96.6% | -88.7% |
| 1Y | -79.0% | +11.9% | -90.9% | -83.4% |
| 3Y | -64.8% | +73.0% | -137.7% | -89.5% |
| 5Y | -98.1% | +58.6% | -156.7% | -99.2% |
| All | -98.9% | +69.2% | -168.1% | -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