-42.9%
VRT vs FTI
-9.4%
-33.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.0% |
| 7D | +18.6% | +5.4% | +13.2% | +14.8% |
| 30D | -11.7% | -8.2% | -3.5% | -7.4% |
| 3M | -27.3% | -13.7% | -13.6% | -21.0% |
| 6M | -42.9% | -11.2% | -31.7% | -42.2% |
| All | -42.9% | -9.4% | -33.5% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling