+161.1%
VEA vs FTI
+305.3%
-144.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -1.5% | -4.4% | +2.9% | -0.7% |
| 30D | -0.8% | +1.5% | -2.3% | -1.1% |
| 3M | +2.5% | +8.2% | -5.7% | +0.7% |
| 6M | +11.1% | +18.8% | -7.7% | +7.1% |
| YTD | +17.2% | +71.7% | -54.5% | +5.5% |
| 1Y | +24.5% | +90.0% | -65.5% | +9.8% |
| 3Y | +75.4% | +270.5% | -195.1% | +33.8% |
| 5Y | +61.1% | +1,084.5% | -1,023.4% | -5.4% |
| All | +161.1% | +305.3% | -144.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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