+330.4%
FYT vs VT
+350.4%
-19.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | -0.9% | +1.0% | -1.9% | -1.9% |
| 3M | +9.4% | +2.4% | +7.1% | +6.3% |
| 6M | +14.4% | +12.0% | +2.4% | +0.8% |
| YTD | +28.5% | +15.3% | +13.1% | +9.6% |
| 1Y | +29.4% | +22.6% | +6.8% | +3.5% |
| 3Y | +50.9% | +74.7% | -23.8% | -16.4% |
| 5Y | +53.5% | +66.1% | -12.7% | -10.2% |
| 10Y | +169.2% | +225.0% | -55.8% | -14.6% |
| All | +330.4% | +350.4% | -19.9% | +3.6% |
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 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