-100.0%
FTFT vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +0.2% | -13.2% | -13.2% |
| 7D | +12.7% | -2.3% | +15.0% | +15.1% |
| 30D | +2.2% | -5.0% | +7.1% | +7.7% |
| 3M | -2.1% | -4.9% | +2.8% | +2.4% |
| 6M | -85.2% | -1.5% | -83.7% | -85.1% |
| YTD | -93.3% | +8.5% | -101.8% | -93.9% |
| 1Y | -96.2% | +11.4% | -107.6% | -96.6% |
| 3Y | -99.3% | +70.1% | -169.4% | -99.6% |
| 5Y | -99.9% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +215.5% | -315.5% | -100.0% |
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