+327.8%
FYT vs VT
+334.7%
-6.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.4% | -0.5% |
| 7D | +0.1% | +0.4% | -0.3% | -0.4% |
| 30D | +5.7% | -2.6% | +8.3% | +8.5% |
| 3M | -1.5% | -3.2% | +1.7% | +1.6% |
| 6M | +8.3% | +0.9% | +7.3% | +6.5% |
| YTD | +27.7% | +11.3% | +16.4% | +12.8% |
| 1Y | +33.5% | +14.0% | +19.5% | +15.0% |
| 3Y | +65.9% | +75.8% | -10.0% | -9.0% |
| 5Y | +43.1% | +57.8% | -14.8% | -11.9% |
| 10Y | +170.1% | +219.8% | -49.7% | -12.8% |
| All | +327.8% | +334.7% | -6.9% | +6.6% |
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