-100.0%
FTFT price history and return analytics
+360.7%
-460.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.1% | +9.2% | +9.6% |
| 7D | -6.6% | -0.7% | -5.9% | -6.2% |
| 30D | +13.9% | -1.7% | +15.7% | +15.5% |
| 3M | +4.8% | -2.3% | +7.1% | +6.1% |
| 6M | -82.0% | +1.5% | -83.5% | -82.2% |
| YTD | -92.9% | +12.0% | -104.9% | -93.3% |
| 1Y | -96.3% | +12.9% | -109.2% | -96.6% |
| 3Y | -99.3% | +74.9% | -174.2% | -99.5% |
| 5Y | -99.9% | +59.9% | -159.9% | -100.0% |
| 10Y | -100.0% | +224.6% | -324.6% | -100.0% |
| All | -100.0% | +360.7% | -460.6% | -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