+172.5%
VEA vs FTI
+414.3%
-241.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | +1.9% | -0.2% | +2.0% | +1.9% |
| 30D | +0.8% | +12.3% | -11.6% | -2.5% |
| 3M | +5.7% | +13.8% | -8.1% | +1.5% |
| 6M | +13.3% | +24.3% | -11.0% | +5.7% |
| YTD | +18.4% | +75.8% | -57.4% | +0.3% |
| 1Y | +27.0% | +99.6% | -72.7% | +3.4% |
| 3Y | +79.3% | +278.4% | -199.2% | +17.7% |
| 5Y | +62.1% | +1,168.7% | -1,106.6% | -30.4% |
| 10Y | +160.3% | +297.5% | -137.3% | +34.1% |
| All | +172.5% | +414.3% | -241.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling