+1,024.4%
VRT vs FTI
+1,110.9%
-86.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.5% |
| 7D | +13.6% | -0.2% | +13.8% | +13.7% |
| 30D | +6.8% | +12.3% | -5.6% | +1.6% |
| 3M | -3.2% | +13.8% | -17.0% | -8.4% |
| 6M | +20.3% | +24.3% | -3.9% | +9.2% |
| YTD | +79.6% | +75.8% | +3.8% | +42.3% |
| 1Y | +139.0% | +99.6% | +39.4% | +79.1% |
| 3Y | +644.6% | +278.4% | +366.2% | +351.2% |
| 5Y | +1,024.4% | +1,168.7% | -144.3% | +396.8% |
| All | +1,024.4% | +1,110.9% | -86.6% | +396.8% |
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