+608.4%
VST vs FTI
+886.2%
-277.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.9% |
| 7D | +6.6% | +4.3% | +2.3% | +4.9% |
| 30D | -12.4% | -4.7% | -7.7% | -10.7% |
| 3M | -9.0% | -13.5% | +4.5% | -4.1% |
| 6M | -6.4% | -8.7% | +2.3% | -4.0% |
| YTD | -17.2% | +49.0% | -66.2% | -29.4% |
| 1Y | -22.0% | +54.0% | -76.0% | -34.5% |
| 3Y | +296.7% | +211.6% | +85.0% | +163.7% |
| All | +608.4% | +886.2% | -277.8% | +238.3% |
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 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