-99.9%
FTFT vs VT
+58.5%
-158.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.8% | -0.6% | +15.4% | +15.5% |
| 7D | +6.9% | +2.9% | +4.0% | +3.5% |
| 30D | +40.3% | -2.5% | +42.8% | +44.9% |
| 3M | +24.7% | -3.3% | +28.0% | +29.1% |
| 6M | -77.5% | +1.5% | -79.0% | -78.2% |
| YTD | -91.8% | +11.4% | -103.2% | -92.9% |
| 1Y | -95.7% | +11.9% | -107.6% | -96.3% |
| 3Y | -99.2% | +73.9% | -173.0% | -99.6% |
| 5Y | -99.9% | +57.9% | -157.8% | -100.0% |
| All | -99.9% | +58.5% | -158.5% | -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 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