+19.4%
FTHY vs VT
+129.0%
-109.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +0.3% |
| 7D | -0.7% | -4.2% | +3.4% | +1.0% |
| 30D | +2.2% | -5.8% | +8.0% | +4.7% |
| 3M | -2.8% | -5.2% | +2.5% | -0.6% |
| 6M | -0.3% | +0.1% | -0.4% | -0.6% |
| YTD | +0.3% | +8.2% | -7.9% | -3.4% |
| 1Y | +0.8% | +10.1% | -9.3% | -3.7% |
| 3Y | +31.0% | +69.7% | -38.7% | +1.7% |
| 5Y | +4.3% | +53.4% | -49.1% | -18.5% |
| All | +19.4% | +129.0% | -109.6% | -11.1% |
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