+123.8%
FTGC vs VT
+214.8%
-91.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.1% |
| 7D | -4.3% | -4.2% | -0.2% | -3.2% |
| 30D | -6.6% | -5.8% | -0.8% | -5.0% |
| 3M | +1.7% | -5.2% | +6.9% | +3.1% |
| 6M | -1.9% | +0.1% | -2.0% | -2.2% |
| YTD | +27.9% | +8.2% | +19.7% | +24.3% |
| 1Y | +29.5% | +10.1% | +19.3% | +25.1% |
| 3Y | +53.1% | +69.7% | -16.5% | +28.3% |
| 5Y | +77.9% | +53.4% | +24.6% | +53.1% |
| All | +123.8% | +214.8% | -91.0% | +49.7% |
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