-93.3%
FTHM vs VT
+130.2%
-223.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.7% | +0.4% | -1.2% | -1.2% |
| 30D | -8.3% | +1.0% | -9.2% | -9.3% |
| 3M | +30.2% | +2.4% | +27.8% | +24.3% |
| 6M | -21.7% | +12.0% | -33.7% | -35.6% |
| YTD | -33.0% | +15.3% | -48.3% | -47.3% |
| 1Y | -63.4% | +22.6% | -86.0% | -73.7% |
| 3Y | -89.2% | +74.7% | -163.8% | -95.9% |
| 5Y | -97.7% | +66.1% | -163.8% | -98.9% |
| All | -93.3% | +130.2% | -223.5% | -96.9% |
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 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