+632.2%
VRT vs FTI
+800.3%
-168.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.5% |
| 7D | -17.7% | -3.3% | -14.4% | -16.1% |
| 30D | -20.0% | -7.2% | -12.8% | -17.0% |
| 3M | -28.1% | -12.9% | -15.2% | -23.2% |
| 6M | -42.8% | -7.9% | -35.0% | -40.8% |
| YTD | +20.0% | +45.2% | -25.2% | +2.3% |
| 1Y | +3.5% | +48.1% | -44.6% | -12.6% |
| 3Y | +366.1% | +205.0% | +161.1% | +201.7% |
| 5Y | +632.2% | +838.8% | -206.6% | +234.7% |
| All | +632.2% | +800.3% | -168.2% | +234.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling