-99.1%
FTFT vs VT
+21.4%
-120.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.5% | -19.1% | -18.6% |
| 7D | -28.0% | +1.0% | -29.0% | -29.5% |
| 30D | -58.5% | -0.2% | -58.3% | -58.2% |
| 3M | -91.7% | +4.5% | -96.3% | -92.5% |
| 6M | -94.4% | +14.1% | -108.4% | -96.1% |
| YTD | -97.3% | +14.8% | -112.1% | -98.1% |
| 1Y | -99.1% | +21.2% | -120.3% | -99.2% |
| All | -99.1% | +21.4% | -120.5% | -99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling