+1,002.6%
VST vs FTI
+205.6%
+797.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.1% | +7.4% | +9.6% |
| 7D | -9.8% | -7.6% | -2.2% | -7.5% |
| 30D | -25.1% | -7.1% | -18.0% | -23.4% |
| 3M | -11.6% | -8.7% | -2.9% | -9.2% |
| 6M | -20.9% | -14.0% | -6.9% | -17.8% |
| YTD | -22.3% | +42.8% | -65.1% | -30.4% |
| 1Y | -32.0% | +50.4% | -82.4% | -40.1% |
| 3Y | +262.4% | +194.1% | +68.3% | +166.2% |
| 5Y | +563.4% | +775.2% | -211.8% | +257.9% |
| 10Y | +1,120.7% | +189.2% | +931.5% | +545.4% |
| All | +1,002.6% | +205.6% | +797.0% | +479.7% |
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