-32.0%
FTRE vs VT
+64.3%
-96.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +5.2% |
| 7D | -11.6% | -4.2% | -7.4% | -5.0% |
| 30D | -1.5% | -5.8% | +4.3% | +9.1% |
| 3M | +7.4% | -5.2% | +12.6% | +17.7% |
| 6M | +40.8% | +0.1% | +40.7% | +38.2% |
| YTD | +18.6% | +8.2% | +10.4% | +2.0% |
| 1Y | +71.2% | +10.1% | +61.1% | +43.5% |
| 3Y | -31.5% | +69.7% | -101.1% | -66.1% |
| All | -32.0% | +64.3% | -96.3% | -66.0% |
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