+190.1%
FTS vs VT
+221.8%
-31.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -0.8% | +2.4% | -3.2% | -2.1% |
| 30D | +9.0% | -1.5% | +10.5% | +9.7% |
| 3M | +6.7% | -4.1% | +10.8% | +8.8% |
| 6M | +7.9% | +0.6% | +7.3% | +6.9% |
| YTD | +17.7% | +11.0% | +6.6% | +9.8% |
| 1Y | +16.8% | +13.3% | +3.4% | +7.6% |
| 3Y | +64.5% | +73.4% | -8.9% | +14.4% |
| 5Y | +59.8% | +57.4% | +2.3% | +17.2% |
| All | +190.1% | +221.8% | -31.7% | +19.2% |
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