+19.4%
FTSL vs VT
+69.7%
-50.4%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | 0.0% | -2.3% | +2.3% | +0.2% |
| 30D | +0.3% | -5.0% | +5.3% | +0.8% |
| 3M | +0.6% | -4.9% | +5.5% | +1.1% |
| 6M | +1.6% | -1.5% | +3.1% | +1.7% |
| YTD | +2.1% | +8.5% | -6.4% | +1.1% |
| 1Y | +3.3% | +11.4% | -8.1% | +2.0% |
| 3Y | +19.4% | +70.1% | -50.7% | +12.6% |
| All | +19.4% | +69.7% | -50.4% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling