+277.6%
FTI vs VFC
-27.2%
+304.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.2% |
| 7D | -2.3% | -2.3% | 0.0% | -2.1% |
| 30D | +5.0% | -13.4% | +18.4% | +6.4% |
| 3M | +13.8% | -23.7% | +37.5% | +16.2% |
| 6M | +22.9% | -24.5% | +47.3% | +25.1% |
| YTD | +75.0% | -27.8% | +102.8% | +78.8% |
| 1Y | +96.9% | -13.5% | +110.3% | +96.4% |
| All | +277.6% | -27.2% | +304.9% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling