+295.8%
FTI vs VMC
+156.6%
+139.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.5% |
| 7D | -4.4% | -3.8% | -0.6% | -2.4% |
| 30D | +1.5% | -9.7% | +11.2% | +7.1% |
| 3M | +8.2% | -9.6% | +17.8% | +12.9% |
| 6M | +18.8% | -4.8% | +23.7% | +19.0% |
| YTD | +71.7% | -10.9% | +82.6% | +76.9% |
| 1Y | +90.0% | -15.6% | +105.6% | +101.2% |
| 3Y | +270.5% | +19.3% | +251.2% | +208.7% |
| 5Y | +1,084.5% | +48.0% | +1,036.5% | +742.1% |
| All | +295.8% | +156.6% | +139.2% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling