+59.4%
VEA vs FTI
+1,109.5%
-1,050.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.8% |
| 7D | -2.1% | -5.6% | +3.5% | -1.2% |
| 30D | -1.1% | +0.4% | -1.5% | -1.1% |
| 3M | +5.1% | +8.1% | -3.0% | +3.6% |
| 6M | +9.8% | +16.7% | -6.9% | +6.6% |
| YTD | +15.9% | +70.0% | -54.0% | +6.1% |
| 1Y | +24.6% | +85.4% | -60.9% | +12.3% |
| 3Y | +75.5% | +265.9% | -190.4% | +39.8% |
| 5Y | +59.4% | +1,072.7% | -1,013.4% | +1.0% |
| All | +59.4% | +1,109.5% | -1,050.1% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling