+184.1%
FTI vs VFC
-48.6%
+232.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.2% | +1.1% |
| 7D | +4.3% | +1.6% | +2.7% | +3.8% |
| 30D | -4.7% | +25.5% | -30.1% | -11.2% |
| 3M | -13.5% | +41.3% | -54.8% | -22.5% |
| 6M | -8.7% | +22.2% | -30.9% | -16.2% |
| YTD | +49.0% | +16.4% | +32.6% | +37.1% |
| 1Y | +54.0% | +38.4% | +15.6% | +33.4% |
| 3Y | +211.6% | +56.2% | +155.4% | +111.4% |
| 5Y | +881.9% | -68.2% | +950.0% | +1,414.2% |
| All | +184.1% | -48.6% | +232.8% | +290.4% |
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