+5,850.9%
FTLF vs VT
+221.8%
+5,629.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +6.3% | +2.4% | +3.9% | +5.2% |
| 30D | -2.2% | -1.5% | -0.7% | -1.5% |
| 3M | -24.2% | -4.1% | -20.1% | -22.8% |
| 6M | -11.0% | +0.6% | -11.6% | -11.4% |
| YTD | -47.9% | +11.0% | -58.9% | -50.6% |
| 1Y | -54.0% | +13.3% | -67.4% | -56.8% |
| 3Y | -15.2% | +73.4% | -88.6% | -34.1% |
| 5Y | +38.4% | +57.4% | -19.0% | +11.9% |
| All | +5,850.9% | +221.8% | +5,629.1% | +3,255.2% |
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