+222.7%
VT vs FTI
+183.5%
+39.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +2.9% | +5.4% | -2.5% | +1.9% |
| 30D | -2.5% | -8.2% | +5.7% | -1.1% |
| 3M | -3.3% | -13.7% | +10.4% | -1.0% |
| 6M | +1.5% | -11.2% | +12.7% | +3.1% |
| YTD | +11.4% | +46.0% | -34.6% | +2.8% |
| 1Y | +11.9% | +51.8% | -39.9% | +2.5% |
| 3Y | +73.9% | +206.7% | -132.9% | +37.2% |
| 5Y | +57.9% | +862.0% | -804.1% | -3.1% |
| All | +222.7% | +183.5% | +39.2% | +117.3% |
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 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