-39.3%
VG vs FTI
+153.7%
-193.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.7% | +5.3% | -3.6% | -2.1% |
| 30D | +16.0% | +15.3% | +0.7% | +4.4% |
| 3M | +9.7% | +15.8% | -6.0% | -1.5% |
| 6M | +29.6% | +22.6% | +7.0% | +10.3% |
| YTD | +112.0% | +79.5% | +32.5% | +33.1% |
| 1Y | +12.8% | +102.0% | -89.2% | -36.2% |
| All | -39.3% | +153.7% | -193.1% | -71.9% |
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