+36.8%
FTCS vs VT
+53.2%
-16.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +0.6% |
| 7D | +1.7% | -4.2% | +5.9% | +4.3% |
| 30D | +9.8% | -5.8% | +15.6% | +13.8% |
| 3M | +4.2% | -5.2% | +9.4% | +7.5% |
| 6M | +11.7% | +0.1% | +11.6% | +10.9% |
| YTD | +13.2% | +8.2% | +5.0% | +6.5% |
| 1Y | +15.4% | +10.1% | +5.2% | +7.2% |
| 3Y | +43.4% | +69.7% | -26.3% | -2.7% |
| 5Y | +36.8% | +53.4% | -16.6% | -0.4% |
| All | +36.8% | +53.2% | -16.4% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling