+53.4%
VT vs FTI
+732.9%
-679.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.3% |
| 7D | -4.2% | -8.0% | +3.8% | -2.9% |
| 30D | -5.8% | -11.9% | +6.1% | -3.9% |
| 3M | -5.2% | -11.0% | +5.8% | -3.7% |
| 6M | +0.1% | -17.8% | +17.9% | +2.9% |
| YTD | +8.2% | +38.5% | -30.3% | +1.2% |
| 1Y | +10.1% | +45.9% | -35.8% | +2.0% |
| 3Y | +69.7% | +181.8% | -112.2% | +38.0% |
| 5Y | +53.4% | +748.6% | -695.2% | +0.8% |
| All | +53.4% | +732.9% | -679.5% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling