+63.6%
FTLF price history and return analytics
+65.7%
-2.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.4% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | -4.5% | -0.7% | -3.8% | -4.3% |
| 3M | -6.9% | +4.0% | -10.9% | -8.4% |
| 6M | -35.5% | +12.3% | -47.8% | -38.4% |
| YTD | -41.5% | +14.0% | -55.6% | -44.5% |
| 1Y | -50.1% | +20.3% | -70.4% | -53.6% |
| 3Y | +11.9% | +75.4% | -63.6% | -6.2% |
| 5Y | +63.6% | +66.0% | -2.4% | +40.0% |
| All | +63.6% | +65.7% | -2.1% | +40.0% |
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 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