+155.1%
FYT vs VT
+224.4%
-69.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -1.2% |
| 7D | -2.1% | -0.7% | -1.4% | -1.4% |
| 30D | +5.2% | -1.7% | +7.0% | +7.2% |
| 3M | -1.2% | -2.3% | +1.1% | +1.2% |
| 6M | +10.0% | +1.5% | +8.5% | +7.2% |
| YTD | +27.3% | +12.0% | +15.3% | +9.9% |
| 1Y | +31.3% | +12.9% | +18.4% | +12.3% |
| 3Y | +63.7% | +74.9% | -11.2% | -16.7% |
| 5Y | +42.2% | +59.9% | -17.7% | -19.2% |
| 10Y | +155.1% | +224.6% | -69.5% | -36.9% |
| All | +155.1% | +224.4% | -69.3% | -36.9% |
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