+481.9%
FTLF price history and return analytics
+374.2%
+107.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -3.8% | +1.0% | -4.8% | -4.1% |
| 3M | -1.2% | +2.4% | -3.6% | -2.0% |
| 6M | -35.2% | +12.0% | -47.2% | -37.4% |
| YTD | -39.6% | +15.3% | -55.0% | -42.3% |
| 1Y | -46.7% | +22.6% | -69.3% | -49.9% |
| 3Y | +9.1% | +74.7% | -65.6% | -6.9% |
| 5Y | +68.9% | +66.1% | +2.8% | +45.0% |
| 10Y | +4,034.7% | +225.0% | +3,809.7% | +2,882.8% |
| All | +481.9% | +374.2% | +107.7% | +349.6% |
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 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