+279.8%
FTK vs VT
+57.4%
+222.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +2.8% |
| 7D | +10.7% | +0.4% | +10.3% | +10.6% |
| 30D | -3.0% | -2.6% | -0.4% | +1.1% |
| 3M | -26.7% | -3.2% | -23.4% | -22.9% |
| 6M | +62.7% | +0.9% | +61.7% | +63.6% |
| YTD | +50.8% | +11.3% | +39.5% | +34.3% |
| 1Y | +67.3% | +14.0% | +53.3% | +44.9% |
| 3Y | +557.7% | +75.8% | +481.9% | +269.6% |
| 5Y | +279.8% | +57.8% | +222.0% | +143.7% |
| All | +279.8% | +57.4% | +222.5% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling