-100.0%
FTFT vs VT
+66.2%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -25.9% | +0.4% | -26.4% | -26.4% |
| 30D | -51.5% | +1.0% | -52.5% | -52.1% |
| 3M | -90.7% | +2.4% | -93.1% | -91.1% |
| 6M | -93.1% | +12.0% | -105.1% | -94.1% |
| YTD | -96.7% | +15.3% | -112.0% | -97.2% |
| 1Y | -98.8% | +22.6% | -121.3% | -99.0% |
| 3Y | -99.8% | +74.7% | -174.5% | -99.9% |
| All | -100.0% | +66.2% | -166.2% | -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 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