+14.7%
FTCS vs VT
+10.5%
+4.2%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +0.3% | -2.3% | +2.6% | +0.9% |
| 30D | +8.7% | -5.0% | +13.7% | +10.0% |
| 3M | +3.0% | -4.9% | +7.9% | +4.2% |
| 6M | +10.6% | -1.5% | +12.2% | +10.6% |
| YTD | +11.9% | +8.5% | +3.4% | +7.0% |
| 1Y | +14.7% | +11.4% | +3.3% | +8.3% |
| All | +14.7% | +10.5% | +4.2% | +8.3% |
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