-81.5%
FTK vs VT
+345.0%
-426.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.1% | -6.3% | -2.8% |
| 7D | -13.7% | -4.2% | -9.5% | -6.4% |
| 30D | -26.1% | -5.8% | -20.3% | -16.8% |
| 3M | -38.6% | -5.2% | -33.3% | -31.8% |
| 6M | +31.4% | +0.1% | +31.3% | +33.0% |
| YTD | +28.6% | +8.2% | +20.4% | +12.3% |
| 1Y | +31.4% | +10.1% | +21.3% | +11.6% |
| 3Y | +381.7% | +69.7% | +312.1% | +86.9% |
| 5Y | +221.2% | +53.4% | +167.8% | +45.6% |
| 10Y | -67.4% | +219.2% | -286.7% | -96.1% |
| All | -81.5% | +345.0% | -426.5% | -98.7% |
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 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