-51.4%
VG vs FTI
+101.9%
-153.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -2.2% |
| 7D | -22.0% | -7.6% | -14.4% | -17.1% |
| 30D | -11.6% | -7.1% | -4.5% | -6.8% |
| 3M | -14.9% | -8.7% | -6.2% | -9.5% |
| 6M | -3.5% | -14.0% | +10.4% | +7.0% |
| YTD | +70.0% | +42.8% | +27.1% | +25.6% |
| 1Y | +50.0% | +50.4% | -0.4% | +5.8% |
| All | -51.4% | +101.9% | -153.2% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling