-100.0%
FTFT price history and return analytics
+229.8%
-329.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +40.5% | +0.9% | +39.6% | +39.5% |
| 7D | +76.7% | -1.1% | +77.8% | +79.1% |
| 30D | -11.1% | -1.0% | -10.1% | -9.9% |
| 3M | -80.4% | +3.2% | -83.6% | -81.0% |
| 6M | -87.2% | +12.5% | -99.7% | -88.8% |
| YTD | -94.2% | +14.1% | -108.2% | -94.9% |
| 1Y | -98.3% | +18.9% | -117.2% | -98.6% |
| 3Y | -99.6% | +74.1% | -173.7% | -99.8% |
| 5Y | -100.0% | +66.9% | -166.8% | -100.0% |
| All | -100.0% | +229.8% | -329.8% | -100.0% |
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