-34.7%
FTRE vs VT
+74.0%
-108.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.2% |
| 7D | -8.0% | +2.4% | -10.4% | -12.0% |
| 30D | -5.3% | -1.5% | -3.8% | -2.9% |
| 3M | +13.4% | -4.1% | +17.5% | +22.1% |
| 6M | +39.6% | +0.6% | +39.0% | +35.8% |
| YTD | +17.1% | +11.0% | +6.1% | -5.4% |
| 1Y | +97.7% | +13.3% | +84.3% | +53.8% |
| 3Y | -34.7% | +73.4% | -108.1% | -75.8% |
| All | -34.7% | +74.0% | -108.7% | -75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling