+124.2%
FTGC vs VT
+215.5%
-91.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -3.6% | -2.3% | -1.3% | -3.0% |
| 30D | -6.0% | -5.0% | -1.0% | -4.6% |
| 3M | +1.3% | -4.9% | +6.2% | +2.7% |
| 6M | -0.2% | -1.5% | +1.3% | 0.0% |
| YTD | +28.1% | +8.5% | +19.7% | +24.4% |
| 1Y | +29.9% | +11.4% | +18.5% | +25.1% |
| 3Y | +52.8% | +70.1% | -17.2% | +27.9% |
| 5Y | +78.3% | +53.7% | +24.5% | +53.3% |
| All | +124.2% | +215.5% | -91.3% | +49.9% |
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