+5,446.7%
FTLF vs VT
+224.4%
+5,222.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | -9.9% | -1.7% | -8.1% | -9.1% |
| 3M | -14.2% | -2.3% | -11.9% | -13.3% |
| 6M | -12.9% | +1.5% | -14.4% | -13.7% |
| YTD | -48.9% | +12.0% | -60.9% | -51.7% |
| 1Y | -56.6% | +12.9% | -69.5% | -59.2% |
| 3Y | -24.4% | +74.9% | -99.3% | -41.4% |
| 5Y | +22.1% | +59.9% | -37.8% | -2.1% |
| 10Y | +5,446.7% | +224.6% | +5,222.0% | +2,947.8% |
| All | +5,446.7% | +224.4% | +5,222.3% | +2,947.8% |
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