-50.5%
FTEK vs VT
+23.4%
-73.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.8% | +1.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -6.5% | +0.8% | -7.4% | -7.2% |
| 3M | -0.7% | +2.8% | -3.5% | -3.2% |
| 6M | +3.6% | +13.0% | -9.3% | -11.3% |
| YTD | -8.3% | +15.4% | -23.7% | -25.1% |
| All | -50.5% | +23.4% | -73.9% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling