+769.3%
VST vs FTI
+1,129.5%
-360.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | +5.3% | +3.6% | +7.0% |
| 30D | +6.2% | +15.3% | -9.1% | +1.1% |
| 3M | -2.7% | +15.8% | -18.5% | -8.0% |
| 6M | -8.4% | +22.6% | -30.9% | -15.5% |
| YTD | -7.2% | +79.5% | -86.8% | -25.3% |
| 1Y | -20.9% | +102.0% | -122.9% | -39.5% |
| 3Y | +384.0% | +315.8% | +68.2% | +199.6% |
| All | +769.3% | +1,129.5% | -360.2% | +302.5% |
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 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