+219.6%
FTI vs VT
+374.2%
-154.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.3% | +0.4% | +4.8% | +4.6% |
| 30D | +15.3% | +1.0% | +14.4% | +13.7% |
| 3M | +15.8% | +2.4% | +13.4% | +11.3% |
| 6M | +22.6% | +12.0% | +10.6% | +3.3% |
| YTD | +79.5% | +15.3% | +64.2% | +45.3% |
| 1Y | +102.0% | +22.6% | +79.4% | +49.9% |
| 3Y | +315.8% | +74.7% | +241.1% | +90.7% |
| 5Y | +1,129.5% | +66.1% | +1,063.4% | +503.5% |
| 10Y | +320.9% | +225.0% | +95.9% | -7.8% |
| All | +219.6% | +374.2% | -154.6% | -58.4% |
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