+295.8%
FTI vs VYM
+209.2%
+86.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.1% |
| 7D | -4.4% | -0.8% | -3.6% | -3.1% |
| 30D | +1.5% | -2.2% | +3.7% | +5.2% |
| 3M | +8.2% | +3.1% | +5.1% | +2.9% |
| 6M | +18.8% | +9.7% | +9.1% | +1.8% |
| YTD | +71.7% | +14.9% | +56.8% | +36.5% |
| 1Y | +90.0% | +17.6% | +72.5% | +45.3% |
| 3Y | +270.5% | +65.3% | +205.2% | +63.8% |
| 5Y | +1,084.5% | +78.7% | +1,005.8% | +369.9% |
| All | +295.8% | +209.2% | +86.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling