+291.9%
FTI vs VFC
-70.4%
+362.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.4% |
| 7D | -5.6% | -3.3% | -2.3% | -4.7% |
| 30D | +0.4% | -14.0% | +14.4% | +4.9% |
| 3M | +8.1% | -22.6% | +30.7% | +14.6% |
| 6M | +16.7% | -24.7% | +41.4% | +23.5% |
| YTD | +70.0% | -29.0% | +98.9% | +82.1% |
| 1Y | +85.4% | -13.8% | +99.2% | +84.0% |
| 3Y | +265.9% | -28.2% | +294.2% | +221.5% |
| 5Y | +1,072.7% | -79.0% | +1,151.7% | +1,875.1% |
| All | +291.9% | -70.4% | +362.2% | +512.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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