+21.7%
FTHY vs VT
+144.0%
-122.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | 0.0% | +0.4% | -0.5% | -0.2% |
| 30D | -0.9% | +1.0% | -1.9% | -1.3% |
| 3M | +2.1% | +2.4% | -0.3% | +1.0% |
| 6M | +1.7% | +12.0% | -10.3% | -3.4% |
| YTD | +2.2% | +15.3% | -13.1% | -4.2% |
| 1Y | +1.4% | +22.6% | -21.2% | -7.5% |
| 3Y | +33.5% | +74.7% | -41.1% | +2.7% |
| 5Y | +9.1% | +66.1% | -57.0% | -17.3% |
| All | +21.7% | +144.0% | -122.4% | -11.8% |
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