-100.0%
FTFT price history and return analytics
+357.6%
-457.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +3.8% |
| 7D | +5.5% | +0.4% | +5.1% | +5.2% |
| 30D | +8.4% | -2.6% | +11.0% | +10.4% |
| 3M | +9.8% | -3.2% | +13.0% | +11.8% |
| 6M | -83.3% | +0.9% | -84.3% | -83.5% |
| YTD | -93.0% | +11.3% | -104.3% | -93.4% |
| 1Y | -96.1% | +14.0% | -110.1% | -96.4% |
| 3Y | -99.3% | +75.8% | -175.2% | -99.5% |
| 5Y | -99.9% | +57.8% | -157.8% | -100.0% |
| 10Y | -100.0% | +219.8% | -319.8% | -100.0% |
| All | -100.0% | +357.6% | -457.6% | -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 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