+211.6%
FTI vs VMC
+35.0%
+176.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | +4.3% | -1.3% | +5.6% | +4.6% |
| 30D | -4.7% | +15.5% | -20.1% | -8.2% |
| 3M | -13.5% | +0.6% | -14.1% | -13.8% |
| 6M | -8.7% | +2.1% | -10.8% | -10.2% |
| YTD | +49.0% | -1.6% | +50.6% | +46.5% |
| 1Y | +54.0% | -1.2% | +55.2% | +51.0% |
| 3Y | +211.6% | +35.3% | +176.3% | +178.8% |
| All | +211.6% | +35.0% | +176.6% | +178.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling