+222.0%
FTS vs VT
+423.9%
-201.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -1.0% | +1.0% | -2.0% | -1.5% |
| 3M | +0.9% | +2.4% | -1.5% | -0.5% |
| 6M | -2.7% | +12.0% | -14.7% | -8.2% |
| YTD | +9.1% | +15.3% | -6.3% | +1.2% |
| 1Y | +14.0% | +22.6% | -8.6% | +2.5% |
| 3Y | +56.4% | +74.7% | -18.3% | +16.3% |
| 5Y | +43.6% | +66.1% | -22.5% | +8.3% |
| 10Y | +146.2% | +225.0% | -78.8% | +32.1% |
| All | +222.0% | +423.9% | -201.9% | +49.5% |
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 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