+146.4%
FTLS price history and return analytics
+223.7%
-77.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | -3.4% | -2.6% | -0.9% | -2.1% |
| 3M | -0.9% | -3.2% | +2.3% | +0.8% |
| 6M | +1.6% | +0.9% | +0.6% | +0.8% |
| YTD | +6.3% | +11.3% | -5.0% | -0.1% |
| 1Y | +6.8% | +14.0% | -7.2% | -1.0% |
| 3Y | +43.9% | +75.8% | -32.0% | +4.9% |
| 5Y | +53.7% | +57.8% | -4.1% | +18.1% |
| 10Y | +146.4% | +219.8% | -73.4% | +21.4% |
| All | +146.4% | +223.7% | -77.3% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling