+177.0%
FTF vs VT
+374.2%
-197.2%
-43.6%
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 | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | +0.9% | +1.0% | -0.1% | +0.5% |
| 3M | +1.5% | +2.4% | -0.9% | +0.4% |
| 6M | +0.6% | +12.0% | -11.4% | -4.1% |
| YTD | +1.1% | +15.3% | -14.2% | -4.8% |
| 1Y | +1.0% | +22.6% | -21.6% | -7.3% |
| 3Y | +32.1% | +74.7% | -42.6% | +4.5% |
| 5Y | +9.2% | +66.1% | -56.9% | -12.7% |
| 10Y | +42.8% | +225.0% | -182.2% | -14.8% |
| All | +177.0% | +374.2% | -197.2% | +37.8% |
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