+3,527.3%
FTLF vs VT
+215.5%
+3,311.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | +1.8% | -2.3% | +4.1% | +2.9% |
| 30D | -13.5% | -5.0% | -8.6% | -11.5% |
| 3M | -21.8% | -4.9% | -17.0% | -20.1% |
| 6M | -14.3% | -1.5% | -12.7% | -13.9% |
| YTD | -51.0% | +8.5% | -59.4% | -53.0% |
| 1Y | -57.4% | +11.4% | -68.8% | -59.7% |
| 3Y | -27.8% | +70.1% | -97.9% | -43.2% |
| 5Y | +18.2% | +53.7% | -35.6% | -3.3% |
| All | +3,527.3% | +215.5% | +3,311.7% | +2,404.4% |
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