+286.1%
FTI vs VTEB
+25.1%
+261.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.6% |
| 7D | -5.6% | -1.2% | -4.4% | -5.2% |
| 30D | +0.4% | -2.9% | +3.3% | +1.4% |
| 3M | +8.1% | -3.2% | +11.3% | +9.3% |
| 6M | +16.7% | -2.6% | +19.3% | +17.7% |
| YTD | +70.0% | -1.8% | +71.8% | +71.0% |
| 1Y | +85.4% | +0.2% | +85.2% | +85.1% |
| 3Y | +265.9% | +8.2% | +257.7% | +253.1% |
| 5Y | +1,072.7% | +0.8% | +1,071.9% | +1,070.2% |
| 10Y | +298.9% | +17.7% | +281.3% | +424.1% |
| All | +286.1% | +25.1% | +261.1% | +613.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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