+2,723.0%
VRT vs FTI
+265.8%
+2,457.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | +9.1% | +5.3% | +3.8% | +7.4% |
| 30D | +0.9% | +15.3% | -14.4% | -3.3% |
| 3M | -13.4% | +15.8% | -29.1% | -17.1% |
| 6M | +11.7% | +22.6% | -10.9% | +4.8% |
| YTD | +73.2% | +79.5% | -6.3% | +46.1% |
| 1Y | +123.4% | +102.0% | +21.4% | +81.6% |
| 3Y | +606.2% | +315.8% | +290.3% | +377.8% |
| 5Y | +899.9% | +1,129.5% | -229.6% | +414.8% |
| All | +2,723.0% | +265.8% | +2,457.2% | +1,122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling