+52.8%
FTLS price history and return analytics
+53.2%
-0.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -0.7% |
| 7D | -3.6% | -4.2% | +0.6% | -1.5% |
| 30D | -4.7% | -5.8% | +1.1% | -1.8% |
| 3M | -1.8% | -5.2% | +3.4% | +0.8% |
| 6M | +0.9% | +0.1% | +0.8% | +0.6% |
| YTD | +5.1% | +8.2% | -3.1% | +0.5% |
| 1Y | +4.8% | +10.1% | -5.4% | -0.7% |
| 3Y | +42.8% | +69.7% | -26.8% | +8.7% |
| 5Y | +52.8% | +53.4% | -0.6% | +24.9% |
| All | +52.8% | +53.2% | -0.4% | +24.9% |
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