-63.5%
FTK vs VT
+215.5%
-279.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.0% |
| 7D | -3.6% | -2.3% | -1.2% | +0.5% |
| 30D | -12.9% | -5.0% | -7.9% | -4.8% |
| 3M | -32.9% | -4.9% | -28.0% | -26.8% |
| 6M | +49.7% | -1.5% | +51.3% | +56.1% |
| YTD | +41.9% | +8.5% | +33.4% | +26.4% |
| 1Y | +61.1% | +11.4% | +49.7% | +37.8% |
| 3Y | +456.9% | +70.1% | +386.9% | +150.0% |
| 5Y | +254.3% | +53.7% | +200.6% | +87.6% |
| All | -63.5% | +215.5% | -279.0% | -93.9% |
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 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