+195.5%
FTCS price history and return analytics
+221.8%
-26.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +2.2% | +2.4% | -0.1% | +0.4% |
| 30D | +7.5% | -1.5% | +9.1% | +8.7% |
| 3M | +4.2% | -4.1% | +8.3% | +7.4% |
| 6M | +14.4% | +0.6% | +13.9% | +13.1% |
| YTD | +14.4% | +11.0% | +3.4% | +4.1% |
| 1Y | +15.1% | +13.3% | +1.8% | +2.9% |
| 3Y | +45.0% | +73.4% | -28.4% | -10.3% |
| 5Y | +37.5% | +57.4% | -20.0% | -8.1% |
| All | +195.5% | +221.8% | -26.3% | +6.2% |
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