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Stock and ETF performance explorer

FTK price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+246.8%
VT return
+65.7%
Excess return
+181.1%
Maximum drawdown
-75.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D+14.4%-0.6%+15.0%+15.2%
7D+19.3%-0.1%+19.4%+19.3%
30D-25.9%-0.7%-25.2%-25.3%
3M+15.2%+4.0%+11.2%+10.2%
6M+60.4%+12.3%+48.1%+39.1%
YTD+61.8%+14.0%+47.8%+38.4%
1Y+152.5%+20.3%+132.2%+103.3%
3Y+453.2%+75.4%+377.7%+204.0%
5Y+246.8%+66.0%+180.8%+95.6%
All+246.8%+65.7%+181.1%+95.6%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling