+224.6%
VT vs FTI
+180.1%
+44.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | -1.7% | -6.3% | +4.5% | -0.7% |
| 3M | -2.3% | -13.1% | +10.8% | 0.0% |
| 6M | +1.5% | -8.0% | +9.5% | +2.4% |
| YTD | +12.0% | +47.1% | -35.0% | +3.3% |
| 1Y | +12.9% | +50.7% | -37.8% | +3.6% |
| 3Y | +74.9% | +209.0% | -134.0% | +37.9% |
| 5Y | +59.9% | +847.0% | -787.1% | -1.5% |
| 10Y | +224.6% | +184.3% | +40.3% | +117.9% |
| All | +224.6% | +180.1% | +44.6% | +117.9% |
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 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