+1,036.2%
FTI vs VYM
+77.5%
+958.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | 0.0% |
| 7D | -4.4% | -0.8% | -3.6% | -3.2% |
| 30D | +1.5% | -2.2% | +3.7% | +4.9% |
| 3M | +8.2% | +3.1% | +5.1% | +3.3% |
| 6M | +18.8% | +9.7% | +9.1% | +3.0% |
| YTD | +71.7% | +14.9% | +56.8% | +38.8% |
| 1Y | +90.0% | +17.6% | +72.5% | +48.1% |
| 3Y | +270.5% | +65.3% | +205.2% | +73.2% |
| All | +1,036.2% | +77.5% | +958.7% | +374.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling