+174.8%
FTI vs VT
+217.6%
-42.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.6% |
| 7D | -3.3% | -0.1% | -3.1% | -3.3% |
| 30D | -7.2% | -3.1% | -4.2% | -3.4% |
| 3M | -12.9% | -3.5% | -9.4% | -8.8% |
| 6M | -7.9% | +0.5% | -8.3% | -9.7% |
| YTD | +45.2% | +10.8% | +34.4% | +22.4% |
| 1Y | +48.1% | +11.9% | +36.2% | +22.8% |
| 3Y | +205.0% | +73.0% | +132.0% | +33.5% |
| 5Y | +838.8% | +58.6% | +780.2% | +368.6% |
| 10Y | +174.8% | +219.2% | -44.4% | -48.7% |
| All | +174.8% | +217.6% | -42.9% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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