+1,107.3%
FTI vs VFC
-79.1%
+1,186.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.1% |
| 7D | -2.3% | -2.3% | 0.0% | -2.0% |
| 30D | +5.0% | -13.4% | +18.4% | +7.1% |
| 3M | +13.8% | -23.7% | +37.5% | +17.3% |
| 6M | +22.9% | -24.5% | +47.3% | +26.2% |
| YTD | +75.0% | -27.8% | +102.8% | +80.6% |
| 1Y | +96.9% | -13.5% | +110.3% | +96.4% |
| 3Y | +276.7% | -27.1% | +303.8% | +264.0% |
| All | +1,107.3% | -79.1% | +1,186.5% | +1,685.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling