+38.3%
FTHF vs VT
+11.9%
+26.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -0.8% |
| 7D | +4.0% | +2.9% | +1.2% | -1.8% |
| 30D | -10.8% | -2.5% | -8.3% | -5.9% |
| 3M | -7.3% | -3.3% | -4.0% | -0.2% |
| 6M | -6.3% | +1.5% | -7.9% | -7.7% |
| YTD | +31.0% | +11.4% | +19.7% | +12.3% |
| 1Y | +38.3% | +11.9% | +26.4% | +17.9% |
| All | +38.3% | +11.9% | +26.4% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling