+127.5%
FTGC vs VT
+221.8%
-94.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.3% | +2.4% | -2.6% | -1.0% |
| 30D | -7.1% | -1.5% | -5.6% | -6.8% |
| 3M | -1.1% | -4.1% | +3.1% | 0.0% |
| 6M | -3.9% | +0.6% | -4.5% | -4.3% |
| YTD | +27.8% | +11.0% | +16.7% | +23.2% |
| 1Y | +27.7% | +13.3% | +14.4% | +22.4% |
| 3Y | +54.4% | +73.4% | -19.0% | +28.6% |
| 5Y | +75.8% | +57.4% | +18.4% | +50.2% |
| All | +127.5% | +221.8% | -94.2% | +55.9% |
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