+490.4%
FTCS vs VT
+374.2%
+116.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | +0.4% | -2.2% | -2.1% |
| 30D | -0.4% | +1.0% | -1.4% | -1.2% |
| 3M | +7.0% | +2.4% | +4.6% | +4.5% |
| 6M | +1.5% | +12.0% | -10.5% | -8.3% |
| YTD | +8.3% | +15.3% | -7.1% | -4.6% |
| 1Y | +7.8% | +22.6% | -14.8% | -9.9% |
| 3Y | +35.3% | +74.7% | -39.4% | -17.0% |
| 5Y | +32.9% | +66.1% | -33.3% | -15.7% |
| 10Y | +177.1% | +225.0% | -47.9% | -1.5% |
| All | +490.4% | +374.2% | +116.2% | +37.1% |
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