+277.6%
FTI vs VMC
+17.4%
+260.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | +0.3% |
| 7D | -2.3% | -5.3% | +3.0% | -1.1% |
| 30D | +5.0% | -12.3% | +17.3% | +8.1% |
| 3M | +13.8% | -10.3% | +24.1% | +16.0% |
| 6M | +22.9% | -8.6% | +31.4% | +23.9% |
| YTD | +75.0% | -11.9% | +86.9% | +77.1% |
| 1Y | +96.9% | -13.9% | +110.8% | +100.2% |
| All | +277.6% | +17.4% | +260.2% | +271.9% |
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