+1,045.9%
FTEC vs VT
+245.7%
+800.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -2.3% |
| 7D | -12.5% | -4.2% | -8.4% | -7.5% |
| 30D | -17.7% | -5.8% | -11.9% | -11.0% |
| 3M | -10.6% | -5.2% | -5.3% | -4.0% |
| 6M | +0.3% | +0.1% | +0.2% | +1.1% |
| YTD | +13.9% | +8.2% | +5.7% | +4.4% |
| 1Y | +10.6% | +10.1% | +0.5% | -0.7% |
| 3Y | +103.8% | +69.7% | +34.1% | +10.1% |
| 5Y | +99.2% | +53.4% | +45.8% | +23.5% |
| 10Y | +686.1% | +219.2% | +466.9% | +124.3% |
| All | +1,045.9% | +245.7% | +800.2% | +203.5% |
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 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