-28.9%
FTRE vs VT
+68.2%
-97.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.0% |
| 7D | +2.1% | -0.1% | +2.2% | +1.9% |
| 30D | +2.6% | -3.1% | +5.7% | +8.2% |
| 3M | +12.6% | -3.5% | +16.1% | +19.6% |
| 6M | +38.6% | +0.5% | +38.2% | +35.6% |
| YTD | +24.0% | +10.8% | +13.2% | +2.4% |
| 1Y | +91.3% | +11.9% | +79.4% | +56.0% |
| 3Y | -24.2% | +73.0% | -97.1% | -63.8% |
| All | -28.9% | +68.2% | -97.1% | -65.9% |
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