+122.3%
FTEC vs VT
+75.0%
+47.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.3% |
| 30D | +1.3% | +1.0% | +0.3% | -0.1% |
| 3M | -1.3% | +2.4% | -3.7% | -4.2% |
| 6M | +32.6% | +12.0% | +20.6% | +13.0% |
| YTD | +29.0% | +15.3% | +13.7% | +5.3% |
| 1Y | +40.0% | +22.6% | +17.4% | +4.6% |
| All | +122.3% | +75.0% | +47.3% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling