+703.2%
FTEC vs VT
+217.6%
+485.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | -4.1% | -0.1% | -4.0% | -3.8% |
| 30D | -13.6% | -3.1% | -10.6% | -9.8% |
| 3M | -8.0% | -3.5% | -4.5% | -3.2% |
| 6M | -1.5% | +0.5% | -2.0% | -1.2% |
| YTD | +17.8% | +10.8% | +7.0% | +4.2% |
| 1Y | +13.9% | +11.9% | +2.0% | -0.4% |
| 3Y | +102.3% | +73.0% | +29.3% | +3.6% |
| 5Y | +108.8% | +58.6% | +50.2% | +21.2% |
| 10Y | +703.2% | +219.2% | +484.1% | +111.5% |
| All | +703.2% | +217.6% | +485.6% | +111.5% |
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