-46.6%
VG vs FTI
+107.8%
-154.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.5% |
| 7D | +5.5% | +1.4% | +4.1% | +4.5% |
| 30D | -3.6% | -6.3% | +2.7% | +1.1% |
| 3M | -4.0% | -13.1% | +9.1% | +5.9% |
| 6M | +9.4% | -8.0% | +17.4% | +15.6% |
| YTD | +86.6% | +47.1% | +39.6% | +35.1% |
| 1Y | +69.5% | +50.7% | +18.8% | +19.6% |
| All | -46.6% | +107.8% | -154.4% | -71.4% |
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