-98.2%
FTCI vs VT
+76.1%
-174.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.8% | +0.4% | -1.2% | -1.6% |
| 30D | -14.2% | +1.0% | -15.2% | -16.1% |
| 3M | -53.1% | +2.4% | -55.4% | -55.5% |
| 6M | -65.9% | +12.0% | -77.9% | -73.6% |
| YTD | -76.8% | +15.3% | -92.1% | -83.1% |
| 1Y | -57.8% | +22.6% | -80.3% | -72.8% |
| 3Y | -87.3% | +74.7% | -162.0% | -96.3% |
| 5Y | -97.5% | +66.1% | -163.7% | -99.1% |
| All | -98.2% | +76.1% | -174.3% | -99.4% |
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