+2,112.4%
FTI vs VMC
+605.1%
+1,507.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.3% |
| 7D | -0.2% | -0.5% | +0.3% | +0.1% |
| 30D | +12.3% | -9.1% | +21.4% | +17.5% |
| 3M | +13.8% | -4.1% | +17.9% | +14.8% |
| 6M | +24.3% | -5.5% | +29.8% | +25.3% |
| YTD | +75.8% | -8.9% | +84.7% | +79.2% |
| 1Y | +99.6% | -12.9% | +112.6% | +107.1% |
| 3Y | +278.4% | +22.1% | +256.3% | +224.7% |
| 5Y | +1,168.7% | +52.7% | +1,116.0% | +859.9% |
| 10Y | +297.5% | +152.7% | +144.8% | +129.9% |
| All | +2,112.4% | +605.1% | +1,507.3% | +546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling