+180.5%
FTS vs VT
+217.6%
-37.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | 0.0% | -0.1% | +0.1% | -0.1% |
| 30D | +12.0% | -3.1% | +15.0% | +13.6% |
| 3M | +8.7% | -3.5% | +12.2% | +10.5% |
| 6M | +8.2% | +0.5% | +7.7% | +7.3% |
| YTD | +17.8% | +10.8% | +7.0% | +10.1% |
| 1Y | +19.1% | +11.9% | +7.2% | +10.5% |
| 3Y | +64.2% | +73.0% | -8.8% | +14.3% |
| 5Y | +57.0% | +58.6% | -1.6% | +14.5% |
| 10Y | +180.5% | +219.2% | -38.7% | +13.7% |
| All | +180.5% | +217.6% | -37.1% | +13.7% |
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