+178.4%
FTRI vs VT
+229.8%
-51.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.9% |
| 7D | -1.1% | -1.1% | 0.0% | -0.1% |
| 30D | +3.9% | -1.0% | +4.9% | +4.8% |
| 3M | +10.1% | +3.2% | +6.9% | +7.0% |
| 6M | +1.1% | +12.5% | -11.4% | -9.1% |
| YTD | +17.6% | +14.1% | +3.5% | +4.4% |
| 1Y | +21.9% | +18.9% | +3.0% | +4.3% |
| 3Y | +55.6% | +74.1% | -18.4% | -6.0% |
| 5Y | +70.1% | +66.9% | +3.2% | +6.2% |
| All | +178.4% | +229.8% | -51.4% | +1.5% |
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 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