+617.1%
FTI vs VEU
+190.9%
+426.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | -0.2% | +1.7% | -1.9% | -2.2% |
| 30D | +12.3% | +1.0% | +11.4% | +10.9% |
| 3M | +13.8% | +5.6% | +8.1% | +5.3% |
| 6M | +24.3% | +13.7% | +10.6% | +3.3% |
| YTD | +75.8% | +17.7% | +58.1% | +39.7% |
| 1Y | +99.6% | +25.8% | +73.9% | +45.6% |
| 3Y | +278.4% | +77.1% | +201.3% | +77.9% |
| 5Y | +1,168.7% | +57.1% | +1,111.5% | +596.6% |
| 10Y | +297.5% | +149.8% | +147.7% | +38.9% |
| All | +617.1% | +190.9% | +426.2% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling