+98.8%
FTGC vs VT
+66.2%
+32.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.0% | +0.4% | +0.5% | +0.9% |
| 30D | +8.2% | +1.0% | +7.2% | +8.0% |
| 3M | +8.0% | +2.4% | +5.6% | +7.3% |
| 6M | +18.9% | +12.0% | +6.8% | +15.7% |
| YTD | +36.2% | +15.3% | +20.8% | +31.5% |
| 1Y | +44.4% | +22.6% | +21.8% | +37.2% |
| 3Y | +59.3% | +74.7% | -15.3% | +38.1% |
| All | +98.8% | +66.2% | +32.6% | +75.8% |
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