-0.1%
FTOH vs VT
+15.8%
-15.8%
-3.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -2.1% | -0.7% | -1.4% | -2.0% |
| 3M | -2.3% | +4.0% | -6.3% | -2.7% |
| 6M | -1.5% | +12.3% | -13.7% | -2.6% |
| YTD | -0.3% | +14.0% | -14.3% | -1.4% |
| All | -0.1% | +15.8% | -15.8% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling