+146.5%
FTI vs VT
+345.0%
-198.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | +1.0% |
| 7D | -8.0% | -4.2% | -3.8% | -2.8% |
| 30D | -11.9% | -5.8% | -6.1% | -4.7% |
| 3M | -11.0% | -5.2% | -5.8% | -4.7% |
| 6M | -17.8% | +0.1% | -17.9% | -19.0% |
| YTD | +38.5% | +8.2% | +30.3% | +21.8% |
| 1Y | +45.9% | +10.1% | +35.8% | +25.1% |
| 3Y | +181.8% | +69.7% | +112.2% | +34.6% |
| 5Y | +748.6% | +53.4% | +695.2% | +362.2% |
| 10Y | +180.4% | +219.2% | -38.8% | -37.1% |
| All | +146.5% | +345.0% | -198.5% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling