-44.6%
VG vs FTI
+110.6%
-155.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -2.4% |
| 7D | +14.0% | +4.3% | +9.6% | +10.5% |
| 30D | -1.0% | -4.7% | +3.7% | +2.4% |
| 3M | -2.7% | -13.5% | +10.8% | +7.7% |
| 6M | +1.5% | -8.7% | +10.2% | +7.6% |
| YTD | +93.7% | +49.0% | +44.7% | +38.8% |
| 1Y | +68.5% | +54.0% | +14.5% | +17.0% |
| All | -44.6% | +110.6% | -155.2% | -70.7% |
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