+262.4%
VST vs FTI
+191.5%
+70.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.1% | +7.4% | +8.9% |
| 7D | -9.8% | -7.6% | -2.2% | -5.7% |
| 30D | -25.1% | -7.1% | -18.0% | -22.0% |
| 3M | -11.6% | -8.7% | -2.9% | -7.4% |
| 6M | -20.9% | -14.0% | -6.9% | -15.4% |
| YTD | -22.3% | +42.8% | -65.1% | -38.6% |
| 1Y | -32.0% | +50.4% | -82.4% | -48.2% |
| 3Y | +262.4% | +194.1% | +68.3% | +97.3% |
| All | +262.4% | +191.5% | +70.9% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling