+2,263.1%
VGT vs FTI
+1,869.1%
+394.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | -0.3% | +12.3% | -12.7% | -3.1% |
| 3M | +3.4% | +13.8% | -10.4% | -0.1% |
| 6M | +35.0% | +24.3% | +10.7% | +27.3% |
| YTD | +28.8% | +75.8% | -47.0% | +11.7% |
| 1Y | +38.0% | +99.6% | -61.6% | +15.8% |
| 3Y | +125.8% | +278.4% | -152.6% | +59.6% |
| 5Y | +134.7% | +1,168.7% | -1,034.0% | +18.0% |
| 10Y | +792.6% | +297.5% | +495.1% | +416.9% |
| All | +2,263.1% | +1,869.1% | +394.0% | +712.1% |
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