-64.3%
FTK vs VT
+221.8%
-286.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.5% |
| 7D | +3.6% | +2.4% | +1.2% | 0.0% |
| 30D | +2.0% | -1.5% | +3.5% | +5.3% |
| 3M | -26.4% | -4.1% | -22.3% | -20.4% |
| 6M | +35.3% | +0.6% | +34.8% | +36.6% |
| YTD | +47.0% | +11.0% | +36.0% | +26.4% |
| 1Y | +70.7% | +13.3% | +57.3% | +42.3% |
| 3Y | +539.6% | +73.4% | +466.3% | +178.8% |
| 5Y | +309.9% | +57.4% | +252.4% | +108.5% |
| All | -64.3% | +221.8% | -286.0% | -94.0% |
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