-17.6%
FTEK vs VT
+66.2%
-83.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +4.7% | +0.4% | +4.3% | +4.4% |
| 30D | +6.9% | +1.0% | +5.9% | +6.2% |
| 3M | +6.2% | +2.4% | +3.8% | +4.3% |
| 6M | +25.0% | +12.0% | +13.0% | +13.2% |
| YTD | -0.6% | +15.3% | -16.0% | -11.9% |
| 1Y | -46.4% | +22.6% | -69.0% | -54.5% |
| 3Y | +40.9% | +74.7% | -33.8% | -11.3% |
| All | -17.6% | +66.2% | -83.7% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling