+21.6%
FTHY vs VT
+134.4%
-112.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | +2.3% | -3.1% | +5.4% | +3.6% |
| 3M | -0.7% | -3.5% | +2.8% | +0.7% |
| 6M | +1.9% | +0.5% | +1.4% | +1.4% |
| YTD | +2.2% | +10.8% | -8.6% | -2.6% |
| 1Y | +2.6% | +11.9% | -9.3% | -2.7% |
| 3Y | +36.2% | +73.0% | -36.8% | +5.0% |
| 5Y | +6.7% | +58.6% | -51.9% | -17.6% |
| All | +21.6% | +134.4% | -112.8% | -10.3% |
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