+52.6%
FTGC vs VT
+261.0%
-208.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -5.4% | -1.4% | -4.0% | -5.0% |
| 3M | +2.5% | -1.4% | +3.9% | +2.8% |
| 6M | -1.9% | +5.5% | -7.4% | -3.6% |
| YTD | +28.1% | +12.8% | +15.2% | +23.0% |
| 1Y | +30.0% | +15.4% | +14.5% | +24.0% |
| 3Y | +53.3% | +76.9% | -23.6% | +27.5% |
| 5Y | +79.1% | +60.4% | +18.7% | +52.6% |
| 10Y | +124.3% | +232.8% | -108.5% | +51.2% |
| All | +52.6% | +261.0% | -208.4% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling