+83.5%
FTGS vs VT
+96.4%
-12.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -0.1% |
| 7D | -4.1% | -4.2% | 0.0% | +0.2% |
| 30D | -5.2% | -5.8% | +0.6% | +0.8% |
| 3M | -7.0% | -5.2% | -1.7% | -1.7% |
| 6M | +2.3% | +0.1% | +2.2% | +1.7% |
| YTD | +4.0% | +8.2% | -4.2% | -5.0% |
| 1Y | +4.4% | +10.1% | -5.8% | -6.5% |
| 3Y | +53.3% | +69.7% | -16.4% | -14.0% |
| All | +83.5% | +96.4% | -12.9% | -11.6% |
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