-98.5%
FTHM vs VT
+116.0%
-214.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.1% | -11.0% | -8.8% |
| 7D | -17.4% | -4.2% | -13.2% | -11.1% |
| 30D | -31.8% | -5.8% | -26.0% | -24.8% |
| 3M | -79.4% | -5.2% | -74.2% | -77.4% |
| 6M | -82.5% | +0.1% | -82.6% | -82.7% |
| YTD | -85.0% | +8.2% | -93.2% | -86.9% |
| 1Y | -88.0% | +10.1% | -98.2% | -89.8% |
| 3Y | -95.2% | +69.7% | -164.8% | -98.1% |
| 5Y | -99.4% | +53.4% | -152.8% | -99.7% |
| All | -98.5% | +116.0% | -214.5% | -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 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