+759.7%
FTI vs VIG
+623.5%
+136.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.4% |
| 7D | +5.3% | -0.4% | +5.7% | +5.9% |
| 30D | +15.3% | -1.0% | +16.3% | +16.8% |
| 3M | +15.8% | +2.8% | +13.0% | +10.8% |
| 6M | +22.6% | +8.2% | +14.4% | +8.5% |
| YTD | +79.5% | +11.0% | +68.5% | +53.0% |
| 1Y | +102.0% | +16.1% | +85.9% | +60.9% |
| 3Y | +315.8% | +56.2% | +259.7% | +116.7% |
| 5Y | +1,129.5% | +63.0% | +1,066.5% | +496.6% |
| 10Y | +320.9% | +241.4% | +79.5% | -28.4% |
| All | +759.7% | +623.5% | +136.1% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling