-32.3%
FTRE vs VT
+70.1%
-102.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.9% | -6.7% |
| 7D | -2.2% | -0.7% | -1.5% | -1.4% |
| 30D | -3.0% | -1.7% | -1.2% | -0.2% |
| 3M | +4.4% | -2.3% | +6.7% | +8.4% |
| 6M | +36.0% | +1.5% | +34.4% | +30.5% |
| YTD | +18.1% | +12.0% | +6.1% | -4.4% |
| 1Y | +72.9% | +12.9% | +60.0% | +38.7% |
| 3Y | -27.8% | +74.9% | -102.7% | -66.3% |
| All | -32.3% | +70.1% | -102.4% | -68.1% |
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