+137.9%
FTQI vs VT
+251.0%
-113.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.4% |
| 30D | -2.6% | -1.7% | -0.8% | -1.6% |
| 3M | +0.4% | -2.3% | +2.7% | +1.7% |
| 6M | +6.3% | +1.5% | +4.8% | +5.5% |
| YTD | +14.5% | +12.0% | +2.4% | +8.2% |
| 1Y | +15.9% | +12.9% | +3.0% | +9.2% |
| 3Y | +59.1% | +74.9% | -15.8% | +23.1% |
| 5Y | +69.1% | +59.9% | +9.2% | +33.8% |
| 10Y | +116.8% | +224.6% | -107.8% | +35.8% |
| All | +137.9% | +251.0% | -113.1% | +46.0% |
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