+2,159.9%
FTI vs VFC
+202.2%
+1,957.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.2% |
| 7D | +5.3% | -1.6% | +6.9% | +5.9% |
| 30D | +15.3% | -11.6% | +27.0% | +20.6% |
| 3M | +15.8% | -18.1% | +33.9% | +21.9% |
| 6M | +22.6% | -27.4% | +49.9% | +33.5% |
| YTD | +79.5% | -24.8% | +104.4% | +91.6% |
| 1Y | +102.0% | -8.2% | +110.2% | +95.2% |
| 3Y | +315.8% | -29.1% | +344.9% | +256.7% |
| 5Y | +1,129.5% | -79.2% | +1,208.7% | +1,799.0% |
| 10Y | +320.9% | -68.1% | +389.0% | +410.4% |
| All | +2,159.9% | +202.2% | +1,957.7% | +693.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling