-90.5%
FTCI vs VT
+11.9%
-102.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.3% | -12.6% | -12.2% |
| 7D | -32.7% | +2.4% | -35.0% | -36.1% |
| 30D | -37.5% | -1.5% | -36.0% | -35.7% |
| 3M | -56.8% | -4.1% | -52.7% | -52.1% |
| 6M | -75.8% | +0.6% | -76.3% | -76.2% |
| YTD | -90.4% | +11.0% | -101.4% | -92.6% |
| 1Y | -90.5% | +13.3% | -103.8% | -93.3% |
| All | -90.5% | +11.9% | -102.4% | -93.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling