+883.3%
FTI vs VSH
+38.9%
+844.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +3.0% |
| 7D | +4.3% | +14.3% | -10.0% | +0.7% |
| 30D | -4.7% | -7.9% | +3.2% | -3.8% |
| 3M | -13.5% | -19.9% | +6.3% | -10.4% |
| 6M | -8.7% | -30.5% | +21.8% | -6.6% |
| YTD | +49.0% | +85.7% | -36.7% | +8.2% |
| 1Y | +54.0% | +98.9% | -44.9% | +8.9% |
| 3Y | +211.6% | +32.1% | +179.5% | +135.6% |
| All | +883.3% | +38.9% | +844.4% | +568.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling