-88.3%
FTH vs VT
+60.6%
-148.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.2% |
| 7D | +4.1% | -0.3% | +4.4% | +4.4% |
| 30D | -26.2% | -1.4% | -24.8% | -24.7% |
| 3M | -21.6% | -1.4% | -20.2% | -20.3% |
| 6M | -25.1% | +5.5% | -30.6% | -29.4% |
| YTD | +87.3% | +12.8% | +74.5% | +65.3% |
| 1Y | +130.3% | +15.4% | +114.9% | +99.2% |
| 3Y | +44.9% | +76.9% | -32.0% | -21.6% |
| 5Y | -88.3% | +60.4% | -148.7% | -92.9% |
| All | -88.3% | +60.6% | -148.9% | -92.9% |
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 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