+862.0%
FTI vs VT
+58.5%
+803.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | +5.4% | +2.9% | +2.5% | +2.3% |
| 30D | -8.2% | -2.5% | -5.7% | -5.9% |
| 3M | -13.7% | -3.3% | -10.4% | -10.8% |
| 6M | -11.2% | +1.5% | -12.7% | -13.3% |
| YTD | +46.0% | +11.4% | +34.6% | +27.8% |
| 1Y | +51.8% | +11.9% | +39.9% | +32.0% |
| 3Y | +206.7% | +73.9% | +132.9% | +65.1% |
| 5Y | +862.0% | +57.9% | +804.1% | +522.3% |
| All | +862.0% | +58.5% | +803.5% | +522.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling