-91.3%
FTHM vs VT
+11.9%
-103.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.6% | -0.3% | -33.3% | -33.2% |
| 7D | -35.8% | +2.4% | -38.2% | -37.2% |
| 30D | -49.5% | -1.5% | -48.0% | -48.2% |
| 3M | -87.1% | -4.1% | -83.0% | -86.5% |
| 6M | -86.6% | +0.6% | -87.1% | -86.6% |
| YTD | -90.6% | +11.0% | -101.6% | -92.0% |
| 1Y | -91.3% | +13.3% | -104.6% | -92.9% |
| All | -91.3% | +11.9% | -103.2% | -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 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