+194.9%
FTCS vs VT
+224.4%
-29.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.2% |
| 30D | +8.9% | -1.7% | +10.7% | +10.3% |
| 3M | +4.7% | -2.3% | +7.0% | +6.4% |
| 6M | +15.2% | +1.5% | +13.7% | +13.0% |
| YTD | +14.5% | +12.0% | +2.5% | +3.4% |
| 1Y | +15.1% | +12.9% | +2.2% | +3.2% |
| 3Y | +45.1% | +74.9% | -29.8% | -10.8% |
| 5Y | +38.7% | +59.9% | -21.2% | -8.4% |
| 10Y | +194.9% | +224.6% | -29.7% | +5.2% |
| All | +194.9% | +224.4% | -29.4% | +5.2% |
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