+2,159.9%
FTI vs VSH
+160.7%
+1,999.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -2.0% |
| 7D | +5.3% | +4.1% | +1.2% | +3.5% |
| 30D | +15.3% | -4.2% | +19.5% | +16.4% |
| 3M | +15.8% | -50.0% | +65.7% | +45.0% |
| 6M | +22.6% | +80.2% | -57.6% | -12.9% |
| YTD | +79.5% | +121.1% | -41.5% | +16.2% |
| 1Y | +102.0% | +112.0% | -10.0% | +30.9% |
| 3Y | +315.8% | +22.5% | +293.3% | +217.0% |
| 5Y | +1,129.5% | +64.0% | +1,065.5% | +708.0% |
| 10Y | +320.9% | +170.4% | +150.6% | +127.4% |
| All | +2,159.9% | +160.7% | +1,999.2% | +704.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling