+54.6%
FTI vs VMC
+3.7%
+50.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -8.0% | -3.0% |
| 7D | -9.7% | +12.3% | -22.0% | -8.8% |
| 30D | -8.2% | +21.2% | -29.4% | -7.4% |
| 3M | -7.8% | +4.6% | -12.4% | -7.1% |
| 6M | -13.4% | +3.9% | -17.3% | -12.3% |
| YTD | +45.1% | +5.0% | +40.1% | +43.4% |
| 1Y | +54.6% | +2.6% | +52.0% | +53.8% |
| All | +54.6% | +3.7% | +50.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling