+1,216.9%
VST vs FTI
+284.1%
+932.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | +5.3% | +3.6% | +7.3% |
| 30D | +6.2% | +15.3% | -9.1% | +1.9% |
| 3M | -2.7% | +15.8% | -18.5% | -7.1% |
| 6M | -8.4% | +22.6% | -30.9% | -14.2% |
| YTD | -7.2% | +79.5% | -86.8% | -22.2% |
| 1Y | -20.9% | +102.0% | -122.9% | -36.2% |
| 3Y | +384.0% | +315.8% | +68.2% | +222.8% |
| 5Y | +757.1% | +1,129.5% | -372.4% | +319.0% |
| All | +1,216.9% | +284.1% | +932.7% | +547.9% |
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