+2,545.5%
VRT vs FTI
+256.5%
+2,289.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.5% |
| 7D | +2.4% | -2.3% | +4.7% | +3.1% |
| 30D | -2.7% | +5.0% | -7.7% | -4.0% |
| 3M | -9.2% | +13.8% | -23.0% | -12.7% |
| 6M | -0.5% | +22.9% | -23.4% | -6.7% |
| YTD | +62.3% | +75.0% | -12.6% | +37.9% |
| 1Y | +109.6% | +96.9% | +12.7% | +71.6% |
| 3Y | +573.1% | +276.7% | +296.3% | +366.9% |
| 5Y | +953.6% | +1,157.0% | -203.4% | +440.8% |
| All | +2,545.5% | +256.5% | +2,289.0% | +1,054.2% |
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