+154.2%
FTI vs VT
+346.0%
-191.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +2.8% |
| 7D | -7.6% | -2.3% | -5.3% | -4.8% |
| 30D | -7.1% | -5.0% | -2.2% | -0.8% |
| 3M | -8.7% | -4.9% | -3.8% | -2.7% |
| 6M | -14.0% | -1.5% | -12.4% | -13.2% |
| YTD | +42.8% | +8.5% | +34.4% | +25.2% |
| 1Y | +50.4% | +11.4% | +39.0% | +27.0% |
| 3Y | +194.1% | +70.1% | +124.0% | +40.0% |
| 5Y | +775.2% | +53.7% | +721.5% | +375.2% |
| 10Y | +189.2% | +220.0% | -30.8% | -35.4% |
| All | +154.2% | +346.0% | -191.8% | -64.2% |
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