+1,197.8%
FTEC vs VT
+268.4%
+929.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | +1.3% | +1.0% | +0.3% | +0.1% |
| 3M | -1.3% | +2.4% | -3.7% | -3.7% |
| 6M | +32.6% | +12.0% | +20.6% | +15.9% |
| YTD | +29.0% | +15.3% | +13.7% | +8.8% |
| 1Y | +40.0% | +22.6% | +17.4% | +9.7% |
| 3Y | +122.8% | +74.7% | +48.1% | +15.5% |
| 5Y | +135.8% | +66.1% | +69.6% | +32.1% |
| 10Y | +776.2% | +225.0% | +551.2% | +140.7% |
| All | +1,197.8% | +268.4% | +929.4% | +216.5% |
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