+374.1%
FTLF vs VT
+345.0%
+29.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.0% |
| 7D | +1.1% | -4.2% | +5.3% | +2.4% |
| 30D | -11.3% | -5.8% | -5.5% | -9.7% |
| 3M | -21.6% | -5.2% | -16.4% | -20.4% |
| 6M | -15.2% | +0.1% | -15.3% | -15.3% |
| YTD | -50.8% | +8.2% | -59.1% | -52.1% |
| 1Y | -59.2% | +10.1% | -69.3% | -60.4% |
| 3Y | -27.4% | +69.7% | -97.1% | -37.5% |
| 5Y | +18.5% | +53.4% | -34.9% | +4.0% |
| 10Y | +3,536.4% | +219.2% | +3,317.1% | +2,549.7% |
| All | +374.1% | +345.0% | +29.1% | +273.1% |
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