+7.5%
FTF vs VT
+57.5%
-50.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +3.2% | -3.1% | +6.3% | +4.3% |
| 3M | -2.3% | -3.5% | +1.2% | -1.2% |
| 6M | -0.7% | +0.5% | -1.1% | -1.0% |
| YTD | -0.9% | +10.8% | -11.7% | -4.6% |
| 1Y | +1.5% | +11.9% | -10.4% | -2.7% |
| 3Y | +28.6% | +73.0% | -44.3% | +5.0% |
| 5Y | +7.5% | +58.6% | -51.2% | -12.1% |
| All | +7.5% | +57.5% | -50.1% | -12.1% |
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