+295.8%
FTI vs VSH
+196.4%
+99.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | -1.6% |
| 7D | -4.4% | +4.8% | -9.1% | -6.3% |
| 30D | +1.5% | -0.7% | +2.2% | +1.4% |
| 3M | +8.2% | -43.1% | +51.3% | +32.2% |
| 6M | +18.8% | +91.8% | -73.0% | -25.0% |
| YTD | +71.7% | +131.6% | -59.9% | -3.0% |
| 1Y | +90.0% | +118.1% | -28.0% | +8.5% |
| 3Y | +270.5% | +40.9% | +229.6% | +146.2% |
| 5Y | +1,084.5% | +75.8% | +1,008.8% | +542.7% |
| All | +295.8% | +196.4% | +99.4% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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