-98.9%
FTCI vs VT
+65.7%
-164.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.9% | +0.2% | +21.6% | +21.3% |
| 7D | +13.0% | -2.3% | +15.4% | +19.1% |
| 30D | -18.8% | -5.0% | -13.8% | -9.0% |
| 3M | -43.3% | -4.9% | -38.4% | -36.5% |
| 6M | -61.0% | -1.5% | -59.5% | -59.6% |
| YTD | -85.7% | +8.5% | -94.2% | -88.0% |
| 1Y | -80.7% | +11.4% | -92.1% | -84.7% |
| 3Y | -87.0% | +70.1% | -157.1% | -96.0% |
| 5Y | -98.5% | +53.7% | -152.2% | -99.3% |
| All | -98.9% | +65.7% | -164.6% | -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 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