+64.4%
VG vs FTI
+50.7%
+13.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.5% | +5.2% |
| 7D | +15.1% | +5.4% | +9.7% | +11.5% |
| 30D | -4.2% | -8.2% | +4.0% | +0.5% |
| 3M | -3.1% | -13.7% | +10.6% | +4.6% |
| 6M | +0.3% | -11.2% | +11.5% | +6.0% |
| YTD | +95.5% | +46.0% | +49.5% | +78.2% |
| 1Y | +64.4% | +51.8% | +12.6% | +44.5% |
| All | +64.4% | +50.7% | +13.7% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling