+144.2%
FTHI vs VT
+239.1%
-94.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -0.9% |
| 7D | -4.5% | -4.2% | -0.3% | -1.8% |
| 30D | -5.1% | -5.8% | +0.7% | -1.3% |
| 3M | -4.0% | -5.2% | +1.3% | -0.5% |
| 6M | -0.7% | +0.1% | -0.9% | -1.0% |
| YTD | +2.8% | +8.2% | -5.4% | -2.8% |
| 1Y | +3.8% | +10.1% | -6.3% | -2.9% |
| 3Y | +42.9% | +69.7% | -26.8% | +0.4% |
| 5Y | +53.7% | +53.4% | +0.3% | +14.3% |
| 10Y | +121.6% | +219.2% | -97.6% | +7.8% |
| All | +144.2% | +239.1% | -94.8% | +15.1% |
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