-79.2%
FUTG vs VT
+13.4%
-92.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.0% | +7.4% |
| 7D | -1.6% | -2.3% | +0.7% | +5.7% |
| 30D | -23.0% | -5.0% | -18.0% | -6.4% |
| 3M | -21.6% | -4.9% | -16.7% | -3.7% |
| 6M | -77.9% | -1.5% | -76.4% | -76.0% |
| YTD | -79.0% | +8.5% | -87.5% | -84.2% |
| 1Y | -84.1% | +11.4% | -95.5% | -90.0% |
| All | -79.2% | +13.4% | -92.6% | -87.3% |
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