-98.5%
FTHM vs VT
+116.5%
-215.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -3.0% |
| 7D | -17.3% | -2.3% | -15.0% | -13.6% |
| 30D | -31.5% | -5.0% | -26.5% | -25.5% |
| 3M | -80.2% | -4.9% | -75.3% | -78.4% |
| 6M | -82.4% | -1.5% | -80.8% | -82.1% |
| YTD | -85.3% | +8.5% | -93.8% | -87.3% |
| 1Y | -87.5% | +11.4% | -98.8% | -89.5% |
| 3Y | -95.5% | +70.1% | -165.6% | -98.2% |
| 5Y | -99.5% | +53.7% | -153.2% | -99.7% |
| All | -98.5% | +116.5% | -215.1% | -99.2% |
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