+1,179.1%
VST vs FTI
+183.5%
+995.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +19.2% | +5.4% | +13.7% | +17.4% |
| 30D | -17.2% | -8.2% | -9.0% | -14.9% |
| 3M | -8.1% | -13.7% | +5.5% | -4.1% |
| 6M | -8.1% | -11.2% | +3.0% | -5.4% |
| YTD | -16.3% | +46.0% | -62.3% | -25.5% |
| 1Y | -24.1% | +51.8% | -75.9% | -33.4% |
| 3Y | +300.2% | +206.7% | +93.5% | +190.3% |
| 5Y | +645.9% | +862.0% | -216.1% | +291.7% |
| All | +1,179.1% | +183.5% | +995.6% | +585.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling