+161.6%
FYT vs VT
+217.6%
-56.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +1.1% | -0.1% | +1.3% | +1.2% |
| 30D | +5.3% | -3.1% | +8.4% | +9.0% |
| 3M | -1.1% | -3.5% | +2.4% | +2.8% |
| 6M | +7.9% | +0.5% | +7.4% | +6.4% |
| YTD | +27.2% | +10.8% | +16.4% | +11.3% |
| 1Y | +32.1% | +11.9% | +20.2% | +14.2% |
| 3Y | +63.6% | +73.0% | -9.3% | -15.6% |
| 5Y | +43.1% | +58.6% | -15.6% | -17.9% |
| 10Y | +161.6% | +219.2% | -57.6% | -31.5% |
| All | +161.6% | +217.6% | -56.1% | -31.5% |
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 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