+723.1%
FTI vs VYM
+487.3%
+235.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | -2.3% | -1.0% | -1.4% | -0.9% |
| 30D | +5.0% | -2.0% | +7.1% | +8.2% |
| 3M | +13.8% | +3.1% | +10.8% | +8.7% |
| 6M | +22.9% | +8.9% | +14.0% | +8.0% |
| YTD | +75.0% | +14.7% | +60.3% | +42.6% |
| 1Y | +96.9% | +19.4% | +77.5% | +51.1% |
| 3Y | +276.7% | +65.4% | +211.3% | +81.9% |
| 5Y | +1,157.0% | +77.6% | +1,079.5% | +461.8% |
| 10Y | +310.7% | +207.8% | +102.9% | -3.4% |
| All | +723.1% | +487.3% | +235.8% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling