-99.1%
FTCI vs VT
+65.3%
-164.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.2% | +2.2% |
| 7D | -5.9% | -4.2% | -1.7% | +3.4% |
| 30D | -35.0% | -5.8% | -29.2% | -25.7% |
| 3M | -56.6% | -5.2% | -51.4% | -51.0% |
| 6M | -62.9% | +0.1% | -63.0% | -63.0% |
| YTD | -88.3% | +8.2% | -96.5% | -90.1% |
| 1Y | -85.0% | +10.1% | -95.1% | -87.8% |
| 3Y | -89.8% | +69.7% | -159.4% | -96.8% |
| 5Y | -98.7% | +53.4% | -152.1% | -99.4% |
| All | -99.1% | +65.3% | -164.4% | -99.7% |
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