+295.8%
FTI vs VEU
+155.0%
+140.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | -0.4% |
| 7D | -4.4% | -1.4% | -3.0% | -2.4% |
| 30D | +1.5% | -0.4% | +1.9% | +2.0% |
| 3M | +8.2% | +2.5% | +5.7% | +3.6% |
| 6M | +18.8% | +11.1% | +7.7% | -0.7% |
| YTD | +71.7% | +16.5% | +55.2% | +33.5% |
| 1Y | +90.0% | +22.9% | +67.1% | +36.1% |
| 3Y | +270.5% | +73.4% | +197.1% | +55.2% |
| 5Y | +1,084.5% | +56.1% | +1,028.4% | +491.6% |
| All | +295.8% | +155.0% | +140.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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