+153.2%
FTLS vs VT
+224.5%
-71.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | +0.4% | 0.0% | +0.2% |
| 30D | +1.5% | +1.0% | +0.5% | +0.9% |
| 3M | +2.9% | +2.4% | +0.5% | +1.5% |
| 6M | +8.4% | +12.0% | -3.6% | +1.6% |
| YTD | +8.6% | +15.3% | -6.7% | +0.1% |
| 1Y | +13.4% | +22.6% | -9.2% | +1.1% |
| 3Y | +48.4% | +74.7% | -26.2% | +8.5% |
| 5Y | +62.1% | +66.1% | -4.0% | +21.0% |
| All | +153.2% | +224.5% | -71.3% | +24.1% |
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 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