+1,036.2%
FTI vs VIG
+63.0%
+973.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.2% |
| 7D | -4.4% | -1.1% | -3.3% | -3.2% |
| 30D | +1.5% | -2.7% | +4.2% | +4.7% |
| 3M | +8.2% | +2.5% | +5.7% | +4.8% |
| 6M | +18.8% | +9.2% | +9.6% | +6.6% |
| YTD | +71.7% | +9.8% | +61.8% | +53.0% |
| 1Y | +90.0% | +12.4% | +77.7% | +64.6% |
| 3Y | +270.5% | +55.9% | +214.6% | +124.4% |
| All | +1,036.2% | +63.0% | +973.2% | +559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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