+25.5%
FTEK vs VT
+222.7%
-197.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.9% | +4.8% |
| 7D | +23.7% | -0.1% | +23.9% | +23.8% |
| 30D | +24.6% | -0.7% | +25.3% | +25.4% |
| 3M | +31.3% | +4.0% | +27.3% | +27.1% |
| 6M | +39.8% | +12.3% | +27.5% | +26.0% |
| YTD | +10.3% | +14.0% | -3.8% | -1.6% |
| 1Y | -42.1% | +20.3% | -62.4% | -50.3% |
| 3Y | +47.0% | +75.4% | -28.4% | -9.1% |
| 5Y | -8.0% | +66.0% | -74.0% | -40.0% |
| 10Y | +25.5% | +228.2% | -202.6% | -38.7% |
| All | +25.5% | +222.7% | -197.1% | -38.7% |
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