-25.1%
FTLF vs VT
+74.1%
-99.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +1.6% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | -10.7% | -2.6% | -8.2% | -9.5% |
| 3M | -18.0% | -3.2% | -14.8% | -16.5% |
| 6M | -13.9% | +0.9% | -14.9% | -14.7% |
| YTD | -49.5% | +11.3% | -60.8% | -53.3% |
| 1Y | -55.2% | +14.0% | -69.2% | -59.3% |
| 3Y | -25.1% | +75.8% | -100.9% | -42.2% |
| All | -25.1% | +74.1% | -99.2% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling