-26.1%
FTRE vs VT
+69.7%
-95.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +6.9% |
| 7D | +3.1% | -2.3% | +5.5% | +7.2% |
| 30D | +6.8% | -5.0% | +11.8% | +17.0% |
| 3M | +24.1% | -4.9% | +29.0% | +35.7% |
| 6M | +40.4% | -1.5% | +42.0% | +42.0% |
| YTD | +27.3% | +8.5% | +18.8% | +7.6% |
| 1Y | +99.3% | +11.4% | +87.9% | +60.8% |
| 3Y | -26.1% | +70.1% | -96.2% | -69.5% |
| All | -26.1% | +69.7% | -95.8% | -69.5% |
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