+223.0%
VT vs FTI
+314.0%
-91.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | +5.3% | -4.8% | -0.5% |
| 30D | +1.0% | +15.3% | -14.4% | -1.7% |
| 3M | +2.4% | +15.8% | -13.4% | -0.6% |
| 6M | +12.0% | +22.6% | -10.6% | +7.3% |
| YTD | +15.3% | +79.5% | -64.2% | +2.8% |
| 1Y | +22.6% | +102.0% | -79.4% | +6.6% |
| 3Y | +74.7% | +315.8% | -241.1% | +30.4% |
| 5Y | +66.1% | +1,129.5% | -1,063.4% | -2.8% |
| All | +223.0% | +314.0% | -91.0% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling