-100.0%
FTFT vs VT
+223.7%
-323.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +2.8% |
| 7D | +5.5% | +0.4% | +5.1% | +4.9% |
| 30D | +8.4% | -2.6% | +11.0% | +11.6% |
| 3M | +9.8% | -3.2% | +13.0% | +13.0% |
| 6M | -83.3% | +0.9% | -84.3% | -83.7% |
| YTD | -93.0% | +11.3% | -104.3% | -93.7% |
| 1Y | -96.1% | +14.0% | -110.1% | -96.6% |
| 3Y | -99.3% | +75.8% | -175.2% | -99.6% |
| 5Y | -99.9% | +57.8% | -157.8% | -100.0% |
| 10Y | -100.0% | +219.8% | -319.8% | -100.0% |
| All | -100.0% | +223.7% | -323.7% | -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