+366.1%
VRT vs FTI
+209.3%
+156.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.7% |
| 7D | -17.7% | -3.3% | -14.4% | -15.3% |
| 30D | -20.0% | -7.2% | -12.8% | -15.7% |
| 3M | -28.1% | -12.9% | -15.2% | -20.9% |
| 6M | -42.8% | -7.9% | -35.0% | -40.1% |
| YTD | +20.0% | +45.2% | -25.2% | -7.8% |
| 1Y | +3.5% | +48.1% | -44.6% | -21.8% |
| 3Y | +366.1% | +205.0% | +161.1% | +149.3% |
| All | +366.1% | +209.3% | +156.8% | +149.3% |
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